Morgan Sindall Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.68% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4945 | 9.79 | |
| 0.0000 | 0.00 | |
| 0.5469 | 17.14 | |
| 0.3048 | 4.14 |
Estimation Period:
Jan 29, 2021 to Feb 13, 2026
Jan 29, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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