Diana Tea Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.14%
decreased by 1.67%
1 Week
42.90%
increased by 2.09%
1 Month
48.74%
increased by 7.93%
Analysis last updated: Thursday, May 21, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5785 | 23.06 | |
| 0.1950 | 14.14 | |
| 0.6807 | 64.38 | |
| -0.0384 | -1.70 |
Estimation Period:
Sep 4, 2008 to May 15, 2026
Sep 4, 2008 to May 15, 2026
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