Obra Opportnstc Strctrd Prdc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.75% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 18.43 | |
| 0.3343 | 4.06 | |
| 0.0000 | 0.00 | |
| -0.0807 | -0.60 |
Estimation Period:
Apr 10, 2024 to Feb 6, 2026
Apr 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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