Demetra Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.64% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 10.86 | |
| 0.0618 | 15.34 | |
| 0.9352 | 302.15 | |
| 0.0004 | 0.08 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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