Informa PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.59% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 11.56 | |
| 0.0187 | 10.80 | |
| 0.9471 | 581.07 | |
| 0.0549 | 13.71 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
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