Dutch Lady Milk Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.90% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 17.69 | |
| 0.1504 | 20.69 | |
| 0.8623 | 225.14 | |
| -0.0254 | -2.42 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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