Deme Group NV GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.68%
decreased by 2.60%
1 Week
30.02%
decreased by 3.26%
1 Month
29.04%
decreased by 4.24%
Analysis last updated: Thursday, May 21, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5882 | 9.47 | |
| 0.0698 | 6.89 | |
| 0.7015 | 30.88 | |
| 0.0911 | 2.48 |
Estimation Period:
Jun 30, 2022 to May 15, 2026
Jun 30, 2022 to May 15, 2026
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