AB Dynamics PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.68% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8537 | 21.72 | |
| 0.3096 | 8.61 | |
| 0.1110 | 3.52 | |
| -0.0355 | -0.63 |
Estimation Period:
Feb 3, 2021 to Jan 30, 2026
Feb 3, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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