OCI Company Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.62% (-15.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0854 | 4.46 | |
| 0.1802 | 6.13 | |
| 0.7917 | 16.02 | |
| 3.2682 | 4.72 |
Estimation Period:
May 30, 2023 to Feb 13, 2026
May 30, 2023 to Feb 13, 2026
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