Oron Group Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.32% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1301 | 12.68 | |
| 0.0860 | 12.24 | |
| 0.8715 | 108.39 | |
| 0.0354 | 2.40 |
Estimation Period:
Jun 1, 2015 to Feb 6, 2026
Jun 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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