CEPS PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2858 | 6.27 | |
| 0.0181 | 3.43 | |
| 0.8885 | 65.62 | |
| 0.0471 | 3.74 |
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Jan 8, 2007 to Feb 6, 2026
News Impact Curve
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