OneSpaWorld Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.60% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 5.88 | |
| 0.0488 | 11.42 | |
| 0.9311 | 246.26 | |
| 0.0402 | 3.51 |
Estimation Period:
Nov 21, 2017 to Feb 6, 2026
Nov 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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