OM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.71% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1748 | 11.65 | |
| 0.0510 | 14.75 | |
| 0.9167 | 318.97 | |
| 0.0604 | 7.14 |
Estimation Period:
Mar 19, 1998 to Feb 13, 2026
Mar 19, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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