Douja Promotion Groupe Addoha GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.31% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5925 | 29.44 | |
| 0.2863 | 24.75 | |
| 0.6154 | 71.61 | |
| -0.0208 | -1.23 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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