London Stock Exchange Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:76.01% (-4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 15.18 | |
| 0.0568 | 9.13 | |
| 0.8838 | 217.03 | |
| 0.1073 | 11.48 |
Estimation Period:
Jul 21, 2000 to Feb 6, 2026
Jul 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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