James Halstead PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:93.25% (+15.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5733 | 7.41 | |
| 0.1113 | 4.89 | |
| 0.7780 | 33.67 | |
| 0.0181 | 0.61 |
Estimation Period:
Mar 6, 2020 to Feb 6, 2026
Mar 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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