Essentra PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.76% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 6.27 | |
| 0.0039 | 2.28 | |
| 0.9715 | 350.09 | |
| 0.0352 | 8.96 |
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Jun 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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