Dunelm Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.46% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1120 | 16.79 | |
| 0.1131 | 11.23 | |
| 0.6457 | 47.23 | |
| 0.0466 | 2.60 |
Estimation Period:
Oct 18, 2006 to Feb 6, 2026
Oct 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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