James Cropper PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:40.04% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 1.22 | |
| 0.0338 | 23.93 | |
| 0.9442 | 451.34 | |
| 1.7584 | 8.39 |
Estimation Period:
Jan 4, 2007 to Jan 30, 2026
Jan 4, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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