Ninety One PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.78% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1617 | 9.77 | |
| 0.0302 | 4.71 | |
| 0.9048 | 108.37 | |
| 0.0201 | 2.00 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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