Dianomi Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.68% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 3.09 | |
| 0.0336 | 4.75 | |
| 0.9510 | 110.70 | |
| 0.0093 | 0.57 |
Estimation Period:
May 24, 2021 to Feb 6, 2026
May 24, 2021 to Feb 6, 2026
News Impact Curve
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