Aurora UK Alpha PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.32% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 16.79 | |
| 0.0736 | 16.73 | |
| 0.8992 | 295.79 | |
| 0.0544 | 6.33 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Aurora UK Alpha PLC Analyses
Other GJR-GARCH Analyses on Closed-end Funds