Impax Asset Management Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.38% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 7.27 | |
| 0.0166 | 8.62 | |
| 0.9767 | 596.66 | |
| 0.0052 | 1.92 |
Estimation Period:
Jan 23, 1997 to Feb 6, 2026
Jan 23, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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