Din Capital Investment Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.90% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5567 | 20.92 | |
| 0.2251 | 14.50 | |
| 0.5879 | 42.29 | |
| -0.0018 | -0.07 |
Estimation Period:
Aug 3, 2015 to Feb 6, 2026
Aug 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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