On The Beach Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.67% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.61 | |
| 0.2101 | 6.40 | |
| 0.4335 | 10.38 | |
| -0.1295 | -3.05 |
Estimation Period:
Jan 11, 2021 to Jan 30, 2026
Jan 11, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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