Dmci Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.30% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1906 | 20.87 | |
| 0.1181 | 11.31 | |
| 0.8463 | 185.63 | |
| 0.0713 | 3.50 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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