Olympus Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.62% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 18.22 | |
| 0.1690 | 34.68 | |
| 0.9694 | 610.82 | |
| -0.0465 | -10.91 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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