GlobalData Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.61% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 8.97 | |
| 0.0211 | 11.41 | |
| 0.9729 | 660.94 | |
| 0.0096 | 2.65 |
Estimation Period:
Jun 29, 2000 to Feb 6, 2026
Jun 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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