OCI NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.69% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1150 | 9.53 | |
| 0.0486 | 4.61 | |
| 0.7784 | 47.23 | |
| 0.0324 | 1.71 |
Estimation Period:
Jan 25, 2013 to Feb 6, 2026
Jan 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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