Hill & Smith PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.50% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1584 | 21.90 | |
| 0.0574 | 16.15 | |
| 0.8722 | 220.87 | |
| 0.0658 | 7.53 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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