Abans Finance PLC GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
58.83%
decreased by 1.47%
1 Week
60.70%
increased by 0.40%
1 Month
65.26%
increased by 4.96%
Analysis last updated: Friday, June 26, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4504 | 13.63 | |
| 0.0784 | 8.73 | |
| 0.8382 | 89.35 | |
| 0.0249 | 1.39 |
Estimation Period:
Jul 5, 2011 to Jun 12, 2026
Jul 5, 2011 to Jun 12, 2026
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