Arbuthnot Banking Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.86% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 11.72 | |
| 0.0182 | 9.32 | |
| 0.9554 | 420.89 | |
| 0.0460 | 7.70 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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