Pearson PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.93% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 9.36 | |
| 0.0110 | 7.46 | |
| 0.9783 | 755.45 | |
| 0.0163 | 7.46 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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