DCC PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.19% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 10.39 | |
| 0.0231 | 13.87 | |
| 0.9537 | 348.07 | |
| 0.0149 | 3.72 |
Estimation Period:
May 18, 1994 to Feb 6, 2026
May 18, 1994 to Feb 6, 2026
News Impact Curve
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