Orcadian Energy PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:83.78% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4400 | 4.49 | |
| 0.0355 | 6.19 | |
| 0.9322 | 179.38 | |
| 0.0567 | 2.99 |
Estimation Period:
Jul 15, 2021 to Feb 6, 2026
Jul 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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