Dye & Durham Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:132.86% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5863 | 5.64 | |
| 0.0433 | 6.60 | |
| 0.8925 | 90.51 | |
| 0.0746 | 4.69 |
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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