Big Yellow Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.29% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1258 | 19.88 | |
| 0.0926 | 18.60 | |
| 0.8600 | 194.31 | |
| 0.0266 | 2.92 |
Estimation Period:
May 5, 2000 to Feb 6, 2026
May 5, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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