Advanced Chemical Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.61% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 11.71 | |
| 0.0905 | 11.00 | |
| 0.9168 | 277.91 | |
| -0.0264 | -2.11 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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