Babcock International Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:34.39% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 14.59 | |
| 0.0193 | 13.35 | |
| 0.9388 | 380.56 | |
| 0.0517 | 11.93 |
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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