Fletcher King PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:44.61% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5328 | 7.19 | |
| 0.0239 | 2.78 | |
| 0.7932 | 34.90 | |
| 0.0872 | 4.22 |
Estimation Period:
Jan 9, 2007 to Jan 30, 2026
Jan 9, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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