Dicker Data Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.26% (+7.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2058 | 12.79 | |
| 0.1307 | 16.72 | |
| 0.8653 | 169.91 | |
| -0.0489 | -4.95 |
Estimation Period:
Jan 24, 2011 to Feb 6, 2026
Jan 24, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dicker Data Ltd Analyses
Other GJR-GARCH Analyses on International Equities