Dollarama Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.77% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5712 | 20.36 | |
| 0.1571 | 9.12 | |
| 0.5356 | 35.94 | |
| 0.0965 | 3.42 |
Estimation Period:
Oct 12, 2009 to Feb 6, 2026
Oct 12, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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