dotdigital Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.48% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3393 | 8.18 | |
| 0.0442 | 9.31 | |
| 0.8844 | 109.77 | |
| 0.0379 | 2.88 |
Estimation Period:
Sep 26, 2007 to Feb 6, 2026
Sep 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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