Black Diamond Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.98% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 10.48 | |
| 0.0139 | 9.89 | |
| 0.9623 | 660.93 | |
| 0.0410 | 13.77 |
Estimation Period:
Sep 26, 2006 to Feb 6, 2026
Sep 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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