NEO London Capital GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:356.00% (-13.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 2.41 | |
| 0.1458 | 0.48 | |
| 0.9271 | 78.44 | |
| -0.1458 | -0.46 |
Estimation Period:
Feb 9, 2017 to Jan 30, 2026
Feb 9, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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