Foresight Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.54% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7430 | 9.67 | |
| 0.1922 | 10.17 | |
| 0.5149 | 14.29 | |
| 0.0443 | 1.10 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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