IPD Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.83% (-11.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7327 | 8.56 | |
| 0.1393 | 5.79 | |
| 0.6027 | 16.29 | |
| 0.1392 | 2.12 |
Estimation Period:
Jun 26, 2024 to Feb 13, 2026
Jun 26, 2024 to Feb 13, 2026
News Impact Curve
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