Janus Henderson Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.44% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 11.42 | |
| 0.0299 | 7.63 | |
| 0.9055 | 214.89 | |
| 0.0864 | 10.01 |
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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