Heavitree Brewery PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.65% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 3.92 | |
| 0.1022 | 4.79 | |
| 0.9031 | 81.86 | |
| -0.0458 | -1.24 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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