Bbc Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.44% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0875 | 16.12 | |
| 0.2535 | 7.88 | |
| 0.4487 | 18.19 | |
| 0.0385 | 0.88 |
Estimation Period:
Sep 21, 2020 to Feb 13, 2026
Sep 21, 2020 to Feb 13, 2026
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