Fevertree Drinks Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.57% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2446 | 14.58 | |
| 0.0615 | 9.03 | |
| 0.6894 | 51.55 | |
| 0.1913 | 6.76 |
Estimation Period:
Nov 6, 2014 to Feb 6, 2026
Nov 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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