Ithaca Energy Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.28% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.18 | |
| 0.2626 | 4.28 | |
| 0.1565 | 2.18 | |
| -0.1993 | -2.92 |
Estimation Period:
Nov 10, 2022 to Feb 6, 2026
Nov 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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