Dawn Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.99% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6601 | 20.42 | |
| 0.1887 | 18.56 | |
| 0.8043 | 139.10 | |
| -0.0463 | -2.98 |
Estimation Period:
Jun 13, 2002 to Feb 13, 2026
Jun 13, 2002 to Feb 13, 2026
News Impact Curve
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