Deep Yellow Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.40% (+13.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3797 | 9.22 | |
| 0.0283 | 11.68 | |
| 0.9494 | 414.04 | |
| 0.0331 | 6.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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