City Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.83% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 15.49 | |
| 0.0957 | 20.76 | |
| 0.8895 | 290.98 | |
| 0.0274 | 2.62 |
Estimation Period:
Mar 7, 2008 to Feb 5, 2026
Mar 7, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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