Firstgroup PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.13% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1025 | 14.46 | |
| 0.0174 | 9.09 | |
| 0.9299 | 387.31 | |
| 0.0710 | 13.15 |
Estimation Period:
Jun 15, 1995 to Feb 6, 2026
Jun 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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