Experian PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.81% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 13.20 | |
| 0.0207 | 10.63 | |
| 0.9167 | 302.93 | |
| 0.0842 | 14.09 |
Estimation Period:
Oct 6, 2006 to Jan 30, 2026
Oct 6, 2006 to Jan 30, 2026
News Impact Curve
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