DFI Retail Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.72% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 3.13 | |
| 0.0224 | 6.71 | |
| 0.9780 | 371.88 | |
| -0.0050 | -1.23 |
Estimation Period:
Jun 23, 1997 to Feb 6, 2026
Jun 23, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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