Funding Circle Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.34% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5170 | 6.53 | |
| 0.0151 | 3.33 | |
| 0.9243 | 166.24 | |
| 0.0850 | 4.51 |
Estimation Period:
Oct 8, 2018 to Feb 6, 2026
Oct 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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