Dye & Durham Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:145.97% (-13.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9644 | 5.58 | |
| 0.1130 | 18.33 | |
| 0.8278 | 76.35 | |
| 1.1300 | 3.61 |
Estimation Period:
Jul 17, 2020 to Dec 12, 2025
Jul 17, 2020 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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