AEP Plantations PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.60% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2832 | 20.28 | |
| 0.1300 | 18.41 | |
| 0.7973 | 144.23 | |
| 0.0499 | 3.54 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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