EMV Capital PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.46% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 6.45 | |
| 0.0160 | 3.91 | |
| 0.9584 | 328.89 | |
| 0.0332 | 3.84 |
Estimation Period:
Sep 16, 2013 to Feb 6, 2026
Sep 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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