Cairn Homes PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.51% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2852 | 9.61 | |
| 0.0262 | 5.35 | |
| 0.8799 | 101.14 | |
| 0.0680 | 3.71 |
Estimation Period:
Sep 19, 2018 to Feb 6, 2026
Sep 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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