OI Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.49% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2212 | 16.62 | |
| 0.1545 | 16.10 | |
| 0.8618 | 160.28 | |
| -0.0325 | -2.93 |
Estimation Period:
Sep 1, 1995 to Feb 13, 2026
Sep 1, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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