Babcock International Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.51% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 14.60 | |
| 0.0193 | 13.36 | |
| 0.9388 | 380.06 | |
| 0.0518 | 11.93 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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