Burford Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.53% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 17.25 | |
| 0.0722 | 15.26 | |
| 0.9034 | 323.56 | |
| 0.0488 | 4.00 |
Estimation Period:
Oct 21, 2009 to Feb 6, 2026
Oct 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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