DAM Capital Advisors Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.25% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8775 | 4.94 | |
| 0.1106 | 4.03 | |
| 0.8070 | 27.95 | |
| -0.0359 | -0.92 |
Estimation Period:
Dec 27, 2024 to Feb 6, 2026
Dec 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DAM Capital Advisors Limited Analyses
Other GJR-GARCH Analyses on International Equities