DFS Furniture PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.82% (+6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9470 | 10.72 | |
| 0.1186 | 9.74 | |
| 0.6906 | 38.84 | |
| 0.0486 | 1.86 |
Estimation Period:
Mar 5, 2015 to Feb 6, 2026
Mar 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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