Experian PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.08% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 13.20 | |
| 0.0205 | 10.55 | |
| 0.9163 | 304.01 | |
| 0.0858 | 14.42 |
Estimation Period:
Oct 6, 2006 to Feb 13, 2026
Oct 6, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities