Vicon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.32% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6783 | 6.17 | |
| 0.2077 | 9.60 | |
| 0.7326 | 28.26 | |
| -0.1573 | -5.28 |
Estimation Period:
Dec 26, 2017 to Feb 6, 2026
Dec 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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