Next 15 Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.69% (-14.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2457 | 7.15 | |
| 0.1174 | 5.20 | |
| 0.4601 | 9.48 | |
| 0.0059 | 0.12 |
Estimation Period:
Jan 21, 2021 to Feb 6, 2026
Jan 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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