KMD Brands Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.05% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 7.67 | |
| 0.0013 | 0.97 | |
| 0.9580 | 234.41 | |
| 0.0466 | 8.78 |
Estimation Period:
Nov 13, 2009 to Feb 6, 2026
Nov 13, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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