C W Mackie Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.86% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1314 | 9.22 | |
| 0.0267 | 9.07 | |
| 0.9554 | 395.30 | |
| 0.0139 | 2.93 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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