Digjam Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.84% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7638 | 7.79 | |
| 0.1397 | 6.78 | |
| 0.6528 | 12.54 | |
| 0.0579 | 1.68 | |
| -0.2013 | -3.86 | |
| 0.2047 | 5.06 | |
| -0.0672 | -1.58 | |
| 0.0456 | 0.95 | |
| -0.0842 | -1.38 | |
| 0.0939 | 0.98 | |
| -0.1615 | -1.18 | |
| 0.2821 | 2.23 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
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