Johnson Matthey PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:80.54% (+54.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9267 | 4.96 | |
| 0.0723 | 7.33 | |
| 0.8691 | 49.48 | |
| 0.0035 | 0.08 | |
| 0.0886 | 1.32 | |
| -0.2388 | -5.99 | |
| 0.2577 | 8.72 | |
| -0.1546 | -4.75 | |
| 0.0307 | 0.84 | |
| 0.0642 | 1.39 | |
| -0.0925 | -1.66 | |
| 0.0488 | 1.10 |
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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