Orvis Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.96% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4543 | 17.56 | |
| 0.4317 | 13.93 | |
| 0.6082 | 58.83 | |
| -0.2953 | -8.02 |
Estimation Period:
Sep 5, 2006 to Feb 13, 2026
Sep 5, 2006 to Feb 13, 2026
News Impact Curve
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