Olin Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.58% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 10.21 | |
| 0.0254 | 16.93 | |
| 0.9607 | 816.22 | |
| 0.0238 | 8.49 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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