Costain Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.62% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5069 | 16.59 | |
| 0.0775 | 15.04 | |
| 0.8254 | 156.80 | |
| 0.0908 | 7.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Costain Group PLC Analyses
Other GJR-GARCH Analyses on International Equities