Creighton's PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.78% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2702 | 8.66 | |
| 0.1205 | 10.88 | |
| 0.8181 | 54.55 | |
| -0.0234 | -1.43 |
Estimation Period:
May 2, 2007 to Feb 6, 2026
May 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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