AIB Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.92% (+7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3208 | 10.42 | |
| 0.0499 | 5.97 | |
| 0.8898 | 123.92 | |
| 0.0658 | 3.42 |
Estimation Period:
Dec 15, 2017 to Jan 23, 2026
Dec 15, 2017 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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