James Cropper PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.50% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 7.20 | |
| 0.0028 | 3.03 | |
| 0.9817 | 592.11 | |
| 0.0220 | 8.20 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other James Cropper PLC Analyses
Other GJR-GARCH Analyses on International Equities