Dabaco Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.42% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7715 | 13.82 | |
| 0.0748 | 10.91 | |
| 0.7821 | 100.00 | |
| 0.0720 | 4.48 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
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