Law Debenture Corp PLC/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.75% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 14.32 | |
| 0.0171 | 7.06 | |
| 0.9015 | 371.44 | |
| 0.1348 | 17.36 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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