DR Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.65% (-6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3307 | 12.07 | |
| 0.2492 | 6.80 | |
| 0.5625 | 21.93 | |
| -0.0764 | -1.35 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
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