Norman Broadbent PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.38% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7689 | 7.56 | |
| 0.0472 | 6.05 | |
| 0.8603 | 61.11 | |
| 0.0121 | 0.73 |
Estimation Period:
Jan 1, 2008 to Jan 23, 2026
Jan 1, 2008 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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