M.P. Evans Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.12% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1931 | 20.03 | |
| 0.0941 | 18.56 | |
| 0.8386 | 152.73 | |
| 0.0110 | 1.15 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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