Ultimate Products PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:85.13% (-10.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7264 | 5.31 | |
| 0.1330 | 4.50 | |
| 0.7274 | 19.33 | |
| 0.0032 | 0.08 |
Estimation Period:
Mar 5, 2021 to Feb 13, 2026
Mar 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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