ITV PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.74% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 16.99 | |
| 0.0267 | 13.52 | |
| 0.9340 | 530.69 | |
| 0.0682 | 15.75 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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