Experian PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.28% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 13.20 | |
| 0.0206 | 10.58 | |
| 0.9160 | 302.41 | |
| 0.0859 | 14.32 |
Estimation Period:
Oct 6, 2006 to Feb 6, 2026
Oct 6, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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