Olympus Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.84% (+12.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2424 | 23.64 | |
| 0.0596 | 16.53 | |
| 0.8635 | 234.70 | |
| 0.0711 | 9.74 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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