Oppenheimer Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.77% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 16.29 | |
| 0.0531 | 18.03 | |
| 0.9265 | 376.61 | |
| 0.0268 | 5.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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