Convatec Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.83% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8530 | 30.19 | |
| 0.2986 | 5.75 | |
| 0.0222 | 2.49 | |
| -0.1734 | -2.31 |
Estimation Period:
Oct 25, 2016 to Jan 30, 2026
Oct 25, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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