450 PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:11.41% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 2.04 | |
| 0.0055 | 0.36 | |
| 0.9556 | 60.64 | |
| 0.0731 | 3.71 |
Estimation Period:
Aug 23, 2017 to Sep 12, 2025
Aug 23, 2017 to Sep 12, 2025
News Impact Curve
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