Oasis Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:98.89% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 6.81 | |
| 0.0752 | 9.57 | |
| 0.9250 | 243.62 | |
| -0.0004 | -0.04 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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