Orian Sh.M. Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.67% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 8.75 | |
| 0.0174 | 9.79 | |
| 0.9739 | 546.51 | |
| 0.0025 | 0.71 |
Estimation Period:
Aug 14, 2007 to Feb 6, 2026
Aug 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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