Compass Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.65% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 12.72 | |
| 0.0112 | 3.12 | |
| 0.9319 | 284.02 | |
| 0.0838 | 16.40 |
Estimation Period:
Feb 1, 2001 to Feb 6, 2026
Feb 1, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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