Odin Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:43.65% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1842 | 9.66 | |
| 0.0457 | 9.35 | |
| 0.9292 | 233.05 | |
| 0.0240 | 2.51 |
Estimation Period:
Jan 23, 1999 to Feb 5, 2026
Jan 23, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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