Ophir High Conviction Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.76% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1658 | 10.25 | |
| 0.0666 | 7.58 | |
| 0.8356 | 81.10 | |
| 0.0725 | 3.52 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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