Cic Holdings Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.54% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3786 | 22.31 | |
| 0.1525 | 18.67 | |
| 0.8337 | 173.08 | |
| -0.0403 | -3.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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