Liberty Defense Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 6th, 2026
1 Day
6.51%
decreased by 1.28%
1 Week
6.51%
decreased by 1.28%
1 Month
6.51%
decreased by 1.28%
Analysis last updated: Thursday, July 2, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5620 | 5.66 | |
| 0.6773 | 20.98 | |
| -0.4785 | -4.71 |
Estimation Period:
Apr 22, 2026 to Jul 2, 2026
Apr 22, 2026 to Jul 2, 2026
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