Autowallis Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.27% (+8.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3578 | 10.68 | |
| 0.2579 | 8.26 | |
| 0.6768 | 31.79 | |
| 0.0720 | 1.67 |
Estimation Period:
Sep 6, 2018 to Feb 13, 2026
Sep 6, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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