DT Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.28% (+18.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7693 | 8.94 | |
| 0.0794 | 12.10 | |
| 0.8770 | 157.28 | |
| 0.0746 | 4.72 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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