Berkeley Group Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.32% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1977 | 23.39 | |
| 0.0856 | 23.61 | |
| 0.8182 | 210.82 | |
| 0.0941 | 10.65 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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