Diplomat Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.74% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 4.23 | |
| 0.0203 | 3.87 | |
| 0.9572 | 135.35 | |
| -0.0040 | -0.50 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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