Diploma PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.95% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 10.80 | |
| 0.0037 | 4.15 | |
| 0.9839 | 1,544.58 | |
| 0.0242 | 12.76 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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