Netcall PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.28% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 12.98 | |
| 0.0317 | 8.90 | |
| 0.9306 | 259.59 | |
| 0.0479 | 5.67 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities