Checkit PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.53% (+5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1578 | 8.99 | |
| 0.0775 | 6.38 | |
| 0.8007 | 49.64 | |
| 0.0256 | 1.14 |
Estimation Period:
Sep 17, 2019 to Feb 13, 2026
Sep 17, 2019 to Feb 13, 2026
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