Octodec Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1036 | 16.89 | |
| 0.0595 | 14.43 | |
| 0.9113 | 274.50 | |
| 0.0197 | 2.58 |
Estimation Period:
Mar 30, 1995 to Feb 6, 2026
Mar 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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