Avacta Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.03% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 5.58 | |
| 0.0253 | 8.08 | |
| 0.9575 | 281.03 | |
| 0.0278 | 4.93 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avacta Group PLC Analyses
Other GJR-GARCH Analyses on International Equities