Allfunds Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.86% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5439 | 5.58 | |
| 0.0128 | 3.09 | |
| 0.8422 | 58.37 | |
| 0.1337 | 4.74 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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