Aquila Energy Efficiency Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.32% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 5.35 | |
| 0.1154 | 4.73 | |
| 0.9180 | 99.21 | |
| -0.1122 | -4.86 |
Estimation Period:
Jun 2, 2021 to Feb 6, 2026
Jun 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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