Dyno Nobel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.45% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0892 | 10.14 | |
| 0.0439 | 12.60 | |
| 0.8988 | 163.56 | |
| 0.0868 | 11.68 |
Estimation Period:
Jul 28, 2003 to Feb 6, 2026
Jul 28, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dyno Nobel Ltd Analyses
Other GJR-GARCH Analyses on International Equities