DBA Group SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.02% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0721 | 12.43 | |
| 0.1784 | 7.57 | |
| 0.6338 | 29.98 | |
| 0.0860 | 2.32 |
Estimation Period:
Dec 14, 2017 to Feb 6, 2026
Dec 14, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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