Norcros PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.73% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 5.38 | |
| 0.0049 | 3.82 | |
| 0.9696 | 531.27 | |
| 0.0431 | 11.43 |
Estimation Period:
Jul 16, 2007 to Feb 6, 2026
Jul 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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