IODM Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.55% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2536 | 8.62 | |
| 0.0616 | 10.42 | |
| 0.9202 | 261.95 | |
| 0.0364 | 4.04 |
Estimation Period:
Nov 18, 2003 to Feb 6, 2026
Nov 18, 2003 to Feb 6, 2026
News Impact Curve
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