Dadelo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.19% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2099 | 7.40 | |
| 0.0423 | 8.22 | |
| 0.9223 | 164.38 | |
| 0.0260 | 1.80 |
Estimation Period:
Mar 23, 2021 to Feb 6, 2026
Mar 23, 2021 to Feb 6, 2026
News Impact Curve
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