ICON PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:172.46% (+108.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 9.35 | |
| 0.0053 | 4.21 | |
| 0.9714 | 610.17 | |
| 0.0342 | 14.05 |
Estimation Period:
May 15, 1998 to Feb 6, 2026
May 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities