James Latham PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.62% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1357 | 14.06 | |
| 0.0503 | 11.21 | |
| 0.8728 | 132.19 | |
| 0.0543 | 5.56 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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