Next 15 Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.48% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 10.28 | |
| 0.0137 | 5.98 | |
| 0.9613 | 499.88 | |
| 0.0352 | 7.98 |
Estimation Period:
Dec 3, 1999 to Feb 6, 2026
Dec 3, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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