Dic Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.94% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 20.44 | |
| 0.0419 | 16.10 | |
| 0.8889 | 349.82 | |
| 0.1018 | 14.40 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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