Optima Bank S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.82% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1282 | 8.66 | |
| 0.2501 | 9.60 | |
| 0.8452 | 95.31 | |
| -0.2015 | -7.52 |
Estimation Period:
Dec 22, 2023 to Feb 13, 2026
Dec 22, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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