Demisas Dokum Emaye GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.73% (-7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6600 | 27.54 | |
| 0.2071 | 23.92 | |
| 0.7594 | 139.60 | |
| -0.0176 | -1.18 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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