First HoldCo Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.80% (-7.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6888 | 23.20 | |
| 0.2208 | 19.31 | |
| 0.7157 | 88.73 | |
| -0.0221 | -1.12 |
Estimation Period:
Sep 8, 2009 to Feb 6, 2026
Sep 8, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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