Donegal Investment Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.74% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 6.75 | |
| 0.0397 | 6.60 | |
| 0.9613 | 310.40 | |
| -0.0021 | -0.19 |
Estimation Period:
Mar 24, 1998 to Jan 30, 2026
Mar 24, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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