OLP Modaraba GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.75% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1200 | 5.00 | |
| 0.0723 | 7.72 | |
| 0.9426 | 270.95 | |
| -0.0630 | -6.33 |
Estimation Period:
Jan 8, 1996 to Feb 13, 2026
Jan 8, 1996 to Feb 13, 2026
News Impact Curve
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