Barclays PLC GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
32.08%
decreased by 0.87%
1 Week
32.23%
decreased by 0.72%
1 Month
32.81%
decreased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 14.88 | |
| 0.0326 | 15.12 | |
| 0.9326 | 536.93 | |
| 0.0495 | 11.76 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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