Dimand SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.69% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7769 | 12.96 | |
| 0.3828 | 7.77 | |
| 0.3021 | 8.41 | |
| -0.0623 | -0.71 |
Estimation Period:
Jan 17, 2023 to Feb 6, 2026
Jan 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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