DCI ADVISORS LTD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.50% (+2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 11.57 | |
| 0.0383 | 9.73 | |
| 0.9052 | 164.84 | |
| 0.0817 | 11.70 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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