Kompanija Dunav Osiguranje GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.52% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 6.94 | |
| 0.0212 | 5.50 | |
| 0.9652 | 313.89 | |
| 0.0043 | 0.69 |
Estimation Period:
May 17, 2012 to Feb 6, 2026
May 17, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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