Pets At Home Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.45% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8786 | 11.50 | |
| 0.1053 | 8.25 | |
| 0.7680 | 47.37 | |
| 0.0018 | 0.06 |
Estimation Period:
Apr 8, 2014 to Feb 6, 2026
Apr 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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