Inchcape PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.65% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 15.92 | |
| 0.0153 | 11.46 | |
| 0.9447 | 531.01 | |
| 0.0509 | 12.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities