Diales PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.59% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4407 | 13.79 | |
| 0.1470 | 10.39 | |
| 0.6200 | 28.89 | |
| 0.0682 | 2.34 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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