Contango Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.43% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5988 | 6.00 | |
| 0.0721 | 7.21 | |
| 0.7946 | 35.17 | |
| 0.0378 | 1.57 |
Estimation Period:
Nov 1, 2017 to Feb 6, 2026
Nov 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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