Defence Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:102.99% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.75 | |
| 0.1158 | 7.40 | |
| 0.8264 | 56.40 | |
| -0.0613 | -2.01 |
Estimation Period:
Oct 2, 2020 to Feb 6, 2026
Oct 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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