Deme Group Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.14% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4145 | 7.93 | |
| 0.0717 | 6.01 | |
| 0.7591 | 32.94 | |
| 0.0629 | 1.79 |
Estimation Period:
Jun 30, 2022 to Feb 6, 2026
Jun 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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