Distribution Finance Capital Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.18% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4872 | 15.49 | |
| 0.1802 | 7.68 | |
| 0.4011 | 13.21 | |
| 0.2381 | 3.59 |
Estimation Period:
May 9, 2019 to Feb 6, 2026
May 9, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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