AIB Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.23% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 20.32 | |
| 0.0800 | 21.66 | |
| 0.8991 | 477.97 | |
| 0.0420 | 6.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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