Octopus Digital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.74% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2180 | 9.14 | |
| 0.0733 | 8.67 | |
| 0.8815 | 160.24 | |
| 0.0409 | 2.44 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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