Elementis PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.05% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3606 | 15.68 | |
| 0.0792 | 12.86 | |
| 0.8398 | 120.82 | |
| 0.0544 | 4.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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