OFA Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.55% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5007 | 0.59 | |
| 0.0000 | 0.00 | |
| 0.9778 | 84.77 | |
| 0.0067 | 0.40 |
Estimation Period:
May 21, 2025 to Feb 6, 2026
May 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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