XPS Pensions Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.96% (-10.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3606 | 14.78 | |
| 0.2519 | 4.19 | |
| 0.0063 | 0.21 | |
| -0.1198 | -1.08 |
Estimation Period:
Sep 6, 2024 to Feb 13, 2026
Sep 6, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other XPS Pensions Group PLC Analyses
Other GJR-GARCH Analyses on International Equities