Forterra plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.89% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1630 | 9.85 | |
| 0.0365 | 7.37 | |
| 0.8962 | 152.30 | |
| 0.0632 | 4.37 |
Estimation Period:
Apr 20, 2016 to Feb 6, 2026
Apr 20, 2016 to Feb 6, 2026
News Impact Curve
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