Bloomsbury Publishing PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.01% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7421 | 10.02 | |
| 0.1806 | 7.47 | |
| 0.8248 | 73.88 | |
| -0.1806 | -7.21 |
Estimation Period:
Aug 7, 2020 to Feb 13, 2026
Aug 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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