City of London Investment Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.71% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 12.73 | |
| 0.0523 | 10.80 | |
| 0.9134 | 344.95 | |
| 0.0588 | 4.83 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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