Domino's Pizza Enterprises Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.43% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3417 | 15.99 | |
| 0.1422 | 8.73 | |
| 0.4505 | 14.90 | |
| -0.0665 | -3.51 |
Estimation Period:
May 16, 2005 to Feb 6, 2026
May 16, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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