Derrimon Trading Company Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.32% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6965 | 12.58 | |
| 0.0719 | 8.19 | |
| 0.8884 | 146.39 | |
| 0.0125 | 0.78 |
Estimation Period:
Jul 21, 2015 to Feb 6, 2026
Jul 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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