OFX Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.17% (-11.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3470 | 15.35 | |
| 0.1977 | 6.24 | |
| 0.3809 | 10.87 | |
| -0.0259 | -0.63 |
Estimation Period:
Oct 11, 2013 to Feb 6, 2026
Oct 11, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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