Samuel Heath & Sons PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.09% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 4.74 | |
| 0.0724 | 4.83 | |
| 0.9514 | 204.51 | |
| -0.0475 | -2.67 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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