Caffyns PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.60% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 6.66 | |
| 0.0161 | 5.86 | |
| 0.9696 | 294.27 | |
| 0.0119 | 2.12 |
Estimation Period:
Jan 12, 2007 to Jan 9, 2026
Jan 12, 2007 to Jan 9, 2026
News Impact Curve
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