Omni Bridgeway Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.17% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 9.69 | |
| 0.0232 | 12.49 | |
| 0.9636 | 610.62 | |
| 0.0180 | 5.26 |
Estimation Period:
Jan 28, 2000 to Feb 13, 2026
Jan 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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