CPP Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.90% (-4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3958 | 12.36 | |
| 0.2089 | 8.78 | |
| 0.7858 | 69.59 | |
| -0.0814 | -2.79 |
Estimation Period:
Mar 19, 2010 to Jan 30, 2026
Mar 19, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CPP Group PLC Analyses
Other GJR-GARCH Analyses on International Equities