Frenkel Topping Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 8.71 | |
| 0.0719 | 6.54 | |
| 0.8562 | 71.46 | |
| 0.0147 | 0.73 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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