Hercules PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.97% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1164 | 11.45 | |
| 0.2866 | 7.00 | |
| 0.4587 | 15.99 | |
| -0.2556 | -5.60 |
Estimation Period:
Feb 4, 2022 to Feb 6, 2026
Feb 4, 2022 to Feb 6, 2026
News Impact Curve
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