Old Mutual Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.90% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 12.34 | |
| 0.0182 | 9.45 | |
| 0.9413 | 480.77 | |
| 0.0607 | 12.12 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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