Breedon Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.41% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 12.13 | |
| 0.0316 | 6.29 | |
| 0.9323 | 188.01 | |
| 0.0226 | 2.52 |
Estimation Period:
Jul 23, 2018 to Feb 6, 2026
Jul 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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