ASOS PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.85% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2141 | 6.29 | |
| 0.0246 | 8.10 | |
| 0.9316 | 322.12 | |
| 0.0604 | 6.03 |
Estimation Period:
Oct 2, 2001 to Feb 13, 2026
Oct 2, 2001 to Feb 13, 2026
News Impact Curve
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