Janus Henderson Group plc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.11% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 11.50 | |
| 0.1205 | 25.70 | |
| 0.8347 | 181.17 | |
| 0.7164 | 8.54 |
Estimation Period:
May 30, 2017 to Feb 13, 2026
May 30, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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