Dadelo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.96% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1456 | 7.55 | |
| 0.0417 | 7.73 | |
| 0.9234 | 176.31 | |
| 0.0369 | 2.21 |
Estimation Period:
Mar 12, 2021 to Feb 6, 2026
Mar 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities