Funding Circle Holdings plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.03% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3847 | 6.99 | |
| 0.0567 | 7.24 | |
| 0.8139 | 43.93 | |
| 0.1205 | 4.85 |
Estimation Period:
Sep 27, 2018 to Feb 6, 2026
Sep 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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