Defence Hub SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:65.04% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4730 | 10.58 | |
| 0.0840 | 7.89 | |
| 0.8735 | 129.15 | |
| 0.0569 | 3.27 |
Estimation Period:
Oct 17, 2019 to Jan 30, 2026
Oct 17, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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