London Stock Exch Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.08% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 2.20 | |
| 0.0123 | 4.83 | |
| 0.9934 | 594.50 | |
| -0.0115 | -4.55 |
Estimation Period:
Mar 6, 2007 to Feb 6, 2026
Mar 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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