OCI International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.98% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7765 | 17.32 | |
| 0.1754 | 13.87 | |
| 0.7554 | 93.88 | |
| 0.0586 | 2.43 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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