Dotmill Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.04% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0940 | 4.53 | |
| 0.0204 | 2.01 | |
| 0.7846 | 44.01 | |
| 0.2628 | 3.89 |
Estimation Period:
Nov 13, 2024 to Feb 13, 2026
Nov 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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