Orient Commercial Joint Stock Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.16% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5826 | 15.34 | |
| 0.1457 | 10.00 | |
| 0.7014 | 55.56 | |
| 0.0202 | 0.84 |
Estimation Period:
Jan 28, 2021 to Feb 6, 2026
Jan 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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