NCC Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.01% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1095 | 19.70 | |
| 0.1231 | 12.33 | |
| 0.6106 | 43.06 | |
| 0.0775 | 3.72 |
Estimation Period:
Jul 8, 2004 to Jan 30, 2026
Jul 8, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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