DavidsTea Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.67% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7886 | 8.71 | |
| 0.1463 | 12.29 | |
| 0.8681 | 129.28 | |
| -0.0324 | -1.96 |
Estimation Period:
Jun 5, 2015 to Feb 6, 2026
Jun 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DavidsTea Inc Analyses
Other GJR-GARCH Analyses on Equities