Distil PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.64% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.48 | |
| 0.1106 | 9.83 | |
| 0.6667 | 37.82 | |
| 0.0205 | 0.94 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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