Digia PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.39% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7008 | 18.68 | |
| 0.2882 | 6.49 | |
| 0.0000 | 0.00 | |
| 0.0105 | 0.13 |
Estimation Period:
Dec 5, 2023 to Feb 13, 2026
Dec 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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