Digi Communication GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.19% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4142 | 12.17 | |
| 0.0967 | 7.98 | |
| 0.6517 | 28.02 | |
| 0.1083 | 4.02 |
Estimation Period:
May 16, 2017 to Feb 6, 2026
May 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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