Nichols plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.61% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 18.11 | |
| 0.0901 | 18.79 | |
| 0.9016 | 358.20 | |
| 0.0046 | 0.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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