IP Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.59% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 14.60 | |
| 0.0508 | 17.40 | |
| 0.9158 | 372.60 | |
| 0.0565 | 8.83 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
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