OZE Capital SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:63.73% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8419 | 14.57 | |
| 0.1054 | 12.40 | |
| 0.8103 | 104.63 | |
| 0.0465 | 3.25 |
Estimation Period:
Dec 23, 2010 to Jan 23, 2026
Dec 23, 2010 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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