Delta Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.69% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6300 | 23.17 | |
| 0.1603 | 16.98 | |
| 0.7027 | 89.23 | |
| 0.0161 | 0.94 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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