Osotspa PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.74% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2055 | 14.27 | |
| 0.0515 | 8.93 | |
| 0.8591 | 130.60 | |
| 0.0578 | 3.72 |
Estimation Period:
Oct 17, 2018 to Feb 6, 2026
Oct 17, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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