Drax Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.47% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 12.63 | |
| 0.0203 | 9.50 | |
| 0.9101 | 211.71 | |
| 0.0655 | 9.21 |
Estimation Period:
Dec 14, 2005 to Feb 6, 2026
Dec 14, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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