Haleon PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.95% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3577 | 9.71 | |
| 0.0930 | 5.13 | |
| 0.6925 | 26.31 | |
| 0.0921 | 2.23 |
Estimation Period:
Jul 22, 2022 to Feb 13, 2026
Jul 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts