Haleon Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.91% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 6.30 | |
| 0.0076 | 1.23 | |
| 0.9124 | 138.62 | |
| 0.1088 | 6.52 |
Estimation Period:
Jul 19, 2022 to Feb 13, 2026
Jul 19, 2022 to Feb 13, 2026
News Impact Curve
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