Overseas Commerce Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.57% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2484 | 8.21 | |
| 0.0430 | 7.21 | |
| 0.8619 | 103.65 | |
| 0.0785 | 4.18 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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