Endava PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.31% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1304 | 4.57 | |
| 0.0097 | 1.91 | |
| 0.9685 | 214.50 | |
| 0.0225 | 4.70 |
Estimation Period:
Jul 27, 2018 to Feb 6, 2026
Jul 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts