Marex Group PLC GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.85%
increased by 0.59%
1 Week
43.42%
increased by 1.16%
1 Month
44.94%
increased by 2.68%
Analysis last updated: Friday, June 12, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5528 | 6.90 | |
| 0.0459 | 5.28 | |
| 0.8261 | 41.27 | |
| 0.1328 | 4.59 |
Estimation Period:
Apr 25, 2024 to Jun 12, 2026
Apr 25, 2024 to Jun 12, 2026
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