Vodafone Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:23.91% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 19.24 | |
| 0.0391 | 16.46 | |
| 0.9213 | 494.27 | |
| 0.0478 | 7.87 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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