OM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.48% (+13.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1749 | 11.65 | |
| 0.0511 | 14.74 | |
| 0.9166 | 318.28 | |
| 0.0606 | 7.14 |
Estimation Period:
Mar 19, 1998 to Jan 30, 2026
Mar 19, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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