Jersey Electricity PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.10% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 5.50 | |
| 0.0204 | 5.55 | |
| 0.9702 | 359.47 | |
| 0.0044 | 0.72 |
Estimation Period:
May 30, 2007 to Feb 6, 2026
May 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jersey Electricity PLC Analyses
Other GJR-GARCH Analyses on International Equities