Deterra Royalties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.45% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3524 | 11.65 | |
| 0.0650 | 5.90 | |
| 0.7960 | 56.76 | |
| 0.0227 | 1.29 |
Estimation Period:
Oct 23, 2020 to Feb 6, 2026
Oct 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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