Autotrader Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.93% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5778 | 10.69 | |
| 0.0786 | 10.39 | |
| 0.6819 | 32.30 | |
| 0.0936 | 4.81 |
Estimation Period:
Mar 18, 2015 to Feb 13, 2026
Mar 18, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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