Senior Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.99% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 29.92 | |
| 0.6410 | 7.51 | |
| 0.0495 | 3.36 | |
| -0.3350 | -3.04 |
Estimation Period:
Jan 11, 2021 to Feb 13, 2026
Jan 11, 2021 to Feb 13, 2026
News Impact Curve
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