Duff & Phelps GLB UTL Inc FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.16% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1183 | 13.10 | |
| 0.1210 | 5.57 | |
| 0.7472 | 62.56 | |
| 0.1302 | 5.23 |
Estimation Period:
Aug 1, 2011 to Feb 6, 2026
Aug 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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