Altitude Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.95% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 8.02 | |
| 0.0662 | 6.72 | |
| 0.9051 | 139.35 | |
| -0.0058 | -0.39 |
Estimation Period:
Jan 16, 2007 to Feb 6, 2026
Jan 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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