ICG Enterprise Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.89% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 10.13 | |
| 0.0452 | 17.21 | |
| 0.9183 | 461.92 | |
| 0.0641 | 8.30 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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