Digi Communication GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.80% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0444 | 7.97 | |
| 0.2376 | 5.90 | |
| 0.1246 | 2.67 | |
| 0.2180 | 1.35 |
Estimation Period:
Mar 14, 2025 to Feb 6, 2026
Mar 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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