iOCO Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.78% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 10.78 | |
| 0.0276 | 14.63 | |
| 0.9441 | 453.89 | |
| 0.0543 | 8.94 |
Estimation Period:
Aug 17, 1998 to Feb 6, 2026
Aug 17, 1998 to Feb 6, 2026
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