BTG Consulting PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.48% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3151 | 13.10 | |
| 0.0577 | 9.74 | |
| 0.8682 | 139.01 | |
| 0.0276 | 2.68 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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