J D Wetherspoon PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.41% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 15.25 | |
| 0.0256 | 15.19 | |
| 0.9451 | 423.25 | |
| 0.0374 | 8.68 |
Estimation Period:
Oct 29, 1992 to Feb 6, 2026
Oct 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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