Avi Global Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.88% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 31.30 | |
| 0.0527 | 21.25 | |
| 0.8657 | 346.42 | |
| 0.1116 | 18.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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