ICG PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.64% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 18.52 | |
| 0.0619 | 22.19 | |
| 0.9045 | 433.62 | |
| 0.0672 | 11.46 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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