Diamines & Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.06% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5739 | 18.13 | |
| 0.0996 | 18.45 | |
| 0.8714 | 243.95 | |
| -0.0070 | -0.80 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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