Norcros PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.01% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3343 | 5.97 | |
| 0.0882 | 19.75 | |
| 0.9657 | 164.62 | |
| 3.7166 | 11.70 |
Estimation Period:
Jul 16, 2007 to Feb 6, 2026
Jul 16, 2007 to Feb 6, 2026
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