GWR Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.15% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4798 | 12.58 | |
| 0.0682 | 11.54 | |
| 0.9243 | 261.78 | |
| -0.0004 | -0.05 |
Estimation Period:
Dec 28, 2004 to Feb 6, 2026
Dec 28, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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