Johnson Matthey PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.19% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -1.45 | |
| 0.0295 | 31.02 | |
| 0.9656 | 774.33 | |
| 0.9009 | 15.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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