NCC Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.34% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1105 | 19.71 | |
| 0.1229 | 12.31 | |
| 0.6112 | 43.11 | |
| 0.0755 | 3.64 |
Estimation Period:
Jul 8, 2004 to Feb 6, 2026
Jul 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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