Olympus Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2419 | 23.61 | |
| 0.0596 | 16.54 | |
| 0.8634 | 234.61 | |
| 0.0712 | 9.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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