Cavendish PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.36% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 10.01 | |
| 0.0258 | 7.52 | |
| 0.9640 | 438.96 | |
| 0.0205 | 3.62 |
Estimation Period:
Mar 29, 2007 to Feb 13, 2026
Mar 29, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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