Delphi World Money Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.23% (+38.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1922 | 17.82 | |
| 0.2444 | 13.78 | |
| 0.6125 | 41.48 | |
| -0.0082 | -0.26 |
Estimation Period:
Jun 28, 2011 to Feb 13, 2026
Jun 28, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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