Dong A Hotel Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.45% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3562 | 16.16 | |
| 0.1884 | 13.88 | |
| 0.7925 | 115.12 | |
| -0.0405 | -2.10 |
Estimation Period:
Oct 10, 2016 to Jan 30, 2026
Oct 10, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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