Johnson Matthey PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.64% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 14.34 | |
| 0.0411 | 27.48 | |
| 0.9520 | 515.99 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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