Hayleys Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.16% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1127 | 18.50 | |
| 0.1136 | 19.55 | |
| 0.8819 | 243.35 | |
| -0.0115 | -1.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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