The Dacca Dyeing GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.67% (-4.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1363 | 12.20 | |
| 0.1272 | 21.46 | |
| 0.8739 | 230.63 | |
| -0.0022 | -0.19 |
Estimation Period:
Oct 28, 2009 to Feb 5, 2026
Oct 28, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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