Bunzl PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.75% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 10.81 | |
| 0.0143 | 10.83 | |
| 0.9631 | 637.40 | |
| 0.0291 | 9.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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