DFI Retail Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 20.63 | |
| 0.1129 | 22.77 | |
| 0.8741 | 269.04 | |
| -0.0112 | -1.23 |
Estimation Period:
Oct 18, 1990 to Feb 6, 2026
Oct 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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