Northcoders Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.34% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8946 | 7.45 | |
| 0.1748 | 5.53 | |
| 0.8073 | 39.61 | |
| -0.0863 | -2.71 |
Estimation Period:
Jul 27, 2021 to Feb 6, 2026
Jul 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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