Orient Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.04% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0760 | 13.44 | |
| 0.0748 | 20.94 | |
| 0.9012 | 329.39 | |
| 0.0481 | 7.05 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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