Marshalls PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.13% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1571 | 17.44 | |
| 0.0681 | 14.80 | |
| 0.8698 | 193.25 | |
| 0.0558 | 7.90 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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