J Sainsbury PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.84% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 10.83 | |
| 0.0207 | 9.17 | |
| 0.9393 | 337.27 | |
| 0.0436 | 9.68 |
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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