Morgan Sindall Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.61% (+4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1151 | 10.05 | |
| 0.0412 | 9.76 | |
| 0.9135 | 148.73 | |
| 0.0389 | 5.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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