Octal Credit Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.82% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 8.78 | |
| 0.0493 | 4.04 | |
| 0.9521 | 355.41 | |
| -0.0063 | -0.28 |
Estimation Period:
Mar 26, 2015 to Feb 6, 2026
Mar 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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