Zura BIO Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.70% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 5.83 | |
| 0.0951 | 3.28 | |
| 0.8818 | 59.84 | |
| 0.0461 | 1.84 |
Estimation Period:
Jan 17, 2022 to Feb 13, 2026
Jan 17, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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