Omnia Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.16% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 16.62 | |
| 0.0900 | 13.95 | |
| 0.8576 | 166.88 | |
| 0.0316 | 2.53 |
Estimation Period:
Jul 11, 2006 to Feb 13, 2026
Jul 11, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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