Dis-Chem Pharmacies Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.14% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3797 | 12.30 | |
| 0.0899 | 11.32 | |
| 0.7785 | 55.87 | |
| 0.0465 | 2.12 |
Estimation Period:
Nov 18, 2016 to Feb 6, 2026
Nov 18, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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