ME GROUP INTERNATIONAL PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.68% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4568 | 17.03 | |
| 0.0973 | 15.58 | |
| 0.8082 | 132.17 | |
| 0.1449 | 7.86 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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