Johnson Matthey PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.65% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 8.58 | |
| 0.0056 | 4.79 | |
| 0.9694 | 820.81 | |
| 0.0438 | 17.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Johnson Matthey PLC Analyses
Other GJR-GARCH Analyses on International Equities