Directa Plus Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.85% (-5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.32 | |
| 0.4913 | 8.43 | |
| 0.3464 | 14.02 | |
| -0.3736 | -5.49 |
Estimation Period:
May 31, 2016 to Jan 30, 2026
May 31, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Directa Plus Plc Analyses
Other GJR-GARCH Analyses on International Equities