Castings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.01% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 9.86 | |
| 0.0233 | 12.37 | |
| 0.9527 | 437.22 | |
| 0.0296 | 5.90 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities