Next PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.59% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 9.32 | |
| 0.0016 | 2.01 | |
| 0.9709 | 1,045.10 | |
| 0.0442 | 18.77 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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