Oriental Weavers GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:28.30% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1710 | 16.89 | |
| 0.0856 | 15.09 | |
| 0.8961 | 198.44 | |
| -0.0216 | -2.55 |
Estimation Period:
Jan 20, 1999 to Feb 5, 2026
Jan 20, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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