Ebiquity PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2860 | 10.22 | |
| 0.0551 | 7.25 | |
| 0.8508 | 93.90 | |
| 0.0745 | 5.07 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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