Olympus Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:75.75% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2596 | 23.29 | |
| 0.0629 | 16.88 | |
| 0.8556 | 219.22 | |
| 0.0756 | 9.69 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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