eGeneration Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.20% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 3.99 | |
| 0.1293 | 13.25 | |
| 0.8559 | 109.39 | |
| 0.0293 | 1.48 |
Estimation Period:
Feb 23, 2021 to Feb 5, 2026
Feb 23, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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