Integrated Diagnostics Holdings plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.80% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6313 | 14.83 | |
| 0.2441 | 8.83 | |
| 0.3780 | 11.45 | |
| -0.0945 | -2.70 |
Estimation Period:
May 5, 2015 to Feb 6, 2026
May 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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