Close Brothers Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.60% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 12.50 | |
| 0.0237 | 10.03 | |
| 0.9355 | 522.63 | |
| 0.0649 | 13.17 |
Estimation Period:
Sep 28, 2000 to Feb 6, 2026
Sep 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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