Hayleys Fibre Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.70% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0034 | 13.62 | |
| 0.1942 | 14.34 | |
| 0.7673 | 71.85 | |
| 0.0181 | 1.13 |
Estimation Period:
Aug 19, 1994 to Feb 6, 2026
Aug 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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