Duncan Engineering Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.57% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1391 | 17.71 | |
| 0.1079 | 14.51 | |
| 0.8320 | 125.92 | |
| -0.0221 | -1.81 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Duncan Engineering Limited Analyses
Other GJR-GARCH Analyses on International Equities