Cheviot Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.20% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 8.30 | |
| 0.0359 | 8.20 | |
| 0.9606 | 431.14 | |
| -0.0213 | -4.32 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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