Chesnara plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.08% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1633 | 21.71 | |
| 0.1070 | 19.16 | |
| 0.8257 | 198.92 | |
| 0.0537 | 4.41 |
Estimation Period:
May 19, 2004 to Feb 6, 2026
May 19, 2004 to Feb 6, 2026
News Impact Curve
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