Compass Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.77% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 12.70 | |
| 0.0111 | 3.10 | |
| 0.9320 | 284.67 | |
| 0.0836 | 16.40 |
Estimation Period:
Feb 1, 2001 to Feb 20, 2026
Feb 1, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Compass Group PLC Analyses
Other GJR-GARCH Analyses on International Equities