Cranswick PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.22% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4767 | 20.66 | |
| 0.1734 | 15.28 | |
| 0.6167 | 57.49 | |
| 0.0762 | 3.29 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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