Oxbridge Re Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.39% (+14.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 10.55 | |
| 0.1738 | 17.29 | |
| 0.9860 | 559.28 | |
| 0.0337 | 4.33 |
Estimation Period:
Mar 27, 2014 to Feb 6, 2026
Mar 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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