Dito Cme Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.42% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6267 | 9.53 | |
| 0.1991 | 10.29 | |
| 0.7776 | 46.31 | |
| -0.0179 | -0.51 |
Estimation Period:
Nov 13, 2020 to Feb 6, 2026
Nov 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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