First HoldCo Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.66% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6779 | 23.05 | |
| 0.2173 | 19.18 | |
| 0.7199 | 89.94 | |
| -0.0222 | -1.14 |
Estimation Period:
Sep 8, 2009 to Feb 20, 2026
Sep 8, 2009 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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