Aviva Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.78% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 3.85 | |
| 0.0766 | 17.64 | |
| 0.8880 | 486.33 | |
| 0.0707 | 4.77 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
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