Ingenta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.64% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0430 | 11.65 | |
| 0.1077 | 11.41 | |
| 0.7767 | 58.22 | |
| 0.0633 | 2.81 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
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