CMC Markets PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.08% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8765 | 11.46 | |
| 0.1943 | 5.26 | |
| 0.3025 | 6.80 | |
| -0.1572 | -3.99 |
Estimation Period:
Feb 5, 2016 to Feb 6, 2026
Feb 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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