V-Lab
OM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:42.11% (+1.23%)
Analysis last updated: Saturday, May 4, 2024 at 07:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1738 | 11.18 | |
| 0.0520 | 14.23 | |
| 0.9142 | 298.75 | |
| 0.0677 | 7.49 |
Estimation Period:
Mar 19, 1998 to May 3, 2024
Mar 19, 1998 to May 3, 2024
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