CML Microsystems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.59% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 10.47 | |
| 0.0171 | 5.72 | |
| 0.9450 | 230.70 | |
| 0.0514 | 9.68 |
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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