First Capital Treasuries Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.71% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 2.70 | |
| 0.1219 | 11.85 | |
| 0.9267 | 223.63 | |
| -0.0972 | -6.97 |
Estimation Period:
Dec 23, 2021 to Feb 6, 2026
Dec 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Capital Treasuries Plc Analyses
Other GJR-GARCH Analyses on International Equities