Olympia Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.92% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 14.54 | |
| 0.0831 | 9.52 | |
| 0.9063 | 207.30 | |
| -0.0174 | -1.29 |
Estimation Period:
May 17, 2006 to Feb 6, 2026
May 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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