S & U PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.41% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6071 | 23.63 | |
| 0.2533 | 7.12 | |
| 0.0000 | 0.00 | |
| -0.0860 | -1.62 |
Estimation Period:
Feb 19, 2021 to Feb 6, 2026
Feb 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S & U PLC Analyses
Other GJR-GARCH Analyses on International Equities