Veljan Denison Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.01% (-6.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2347 | 20.57 | |
| 0.1686 | 10.68 | |
| 0.6920 | 65.90 | |
| -0.0527 | -1.98 |
Estimation Period:
May 14, 2010 to Feb 13, 2026
May 14, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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