AJ Bell PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.74% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2305 | 7.76 | |
| 0.0731 | 8.26 | |
| 0.8627 | 79.32 | |
| 0.0276 | 1.64 |
Estimation Period:
Dec 6, 2018 to Feb 6, 2026
Dec 6, 2018 to Feb 6, 2026
News Impact Curve
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