Octave Specialty Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.51% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2362 | 15.35 | |
| 0.1348 | 12.74 | |
| 0.5095 | 26.69 | |
| 0.1760 | 4.63 |
Estimation Period:
May 1, 2013 to Feb 6, 2026
May 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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