Dhg Pharmaceutical Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.95% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 14.00 | |
| 0.1505 | 11.50 | |
| 0.8510 | 165.43 | |
| -0.0506 | -2.74 |
Estimation Period:
Jan 28, 2008 to Feb 6, 2026
Jan 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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