Omer S.P.A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.70% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4293 | 6.59 | |
| 0.0578 | 5.75 | |
| 0.8401 | 45.47 | |
| 0.0346 | 1.76 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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