Cohort PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.94% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8937 | 14.78 | |
| 0.1054 | 10.94 | |
| 0.6280 | 39.06 | |
| 0.1758 | 6.80 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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