OFG Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.11% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2104 | 24.20 | |
| 0.1109 | 25.46 | |
| 0.8349 | 209.35 | |
| 0.0586 | 6.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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