Oryx International Growth Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.50% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 7.98 | |
| 0.0303 | 10.46 | |
| 0.9523 | 335.20 | |
| 0.0348 | 5.00 |
Estimation Period:
Aug 7, 2003 to Feb 6, 2026
Aug 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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