Jarvis Securities PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.88% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3009 | 17.22 | |
| 0.1821 | 19.02 | |
| 0.7712 | 116.17 | |
| 0.0934 | 4.56 |
Estimation Period:
Jan 12, 2007 to Feb 13, 2026
Jan 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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