Firstgroup Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.92% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1522 | 7.24 | |
| 0.0087 | 3.06 | |
| 0.9411 | 329.41 | |
| 0.0618 | 8.34 |
Estimation Period:
Feb 2, 2011 to Feb 6, 2026
Feb 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Firstgroup Plc Analyses
Other GJR-GARCH Analyses on International Equities