FDM Group (Holdings) plc GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
43.92%
decreased by 2.80%
1 Week
42.64%
decreased by 4.08%
1 Month
39.65%
decreased by 7.07%
Analysis last updated: Friday, June 12, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4991 | 11.25 | |
| 0.0558 | 6.62 | |
| 0.8221 | 67.95 | |
| 0.0505 | 1.85 |
Estimation Period:
Jun 19, 2014 to Jun 5, 2026
Jun 19, 2014 to Jun 5, 2026
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