M&G PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.80% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1029 | 9.33 | |
| 0.0173 | 4.63 | |
| 0.8776 | 178.05 | |
| 0.1528 | 10.20 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities