Duratec Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.31% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.67 | |
| 0.1562 | 5.68 | |
| 0.2909 | 5.90 | |
| -0.1157 | -3.31 |
Estimation Period:
Nov 4, 2020 to Feb 6, 2026
Nov 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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