Close Brothers Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.07% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 15.93 | |
| 0.0439 | 19.02 | |
| 0.9329 | 489.97 | |
| 0.0464 | 7.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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