Macfarlane Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.08% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9391 | 15.89 | |
| 0.1494 | 10.06 | |
| 0.5924 | 29.41 | |
| 0.0640 | 1.92 |
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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