Mortgage Advice Bureau (Holdings) PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.58% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9475 | 12.25 | |
| 0.0300 | 5.42 | |
| 0.8011 | 69.53 | |
| 0.1049 | 5.68 |
Estimation Period:
Nov 11, 2014 to Feb 6, 2026
Nov 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mortgage Advice Bureau (Holdings) PLC Analyses
Other GJR-GARCH Analyses on International Equities