Alliance Witan PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.01% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 28.50 | |
| 0.0382 | 15.70 | |
| 0.8745 | 370.56 | |
| 0.1199 | 20.13 |
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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