First HoldCo Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.51% (-5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7070 | 23.61 | |
| 0.2226 | 19.38 | |
| 0.7111 | 87.69 | |
| -0.0221 | -1.12 |
Estimation Period:
Sep 8, 2009 to Feb 13, 2026
Sep 8, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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