Wickes Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.24% (+10.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2670 | 15.07 | |
| 0.2309 | 7.66 | |
| 0.3744 | 10.96 | |
| 0.0075 | 0.12 |
Estimation Period:
Apr 30, 2021 to Jan 30, 2026
Apr 30, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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