Oxbridge Re Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:71.49% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 5.40 | |
| 0.0611 | 13.71 | |
| 0.9477 | 298.31 | |
| -0.0176 | -2.31 |
Estimation Period:
Mar 27, 2014 to Feb 13, 2026
Mar 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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