Coats Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.89% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 10.41 | |
| 0.0128 | 10.46 | |
| 0.9688 | 802.67 | |
| 0.0361 | 14.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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