Next PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.54% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 9.36 | |
| 0.0016 | 2.06 | |
| 0.9707 | 1,037.04 | |
| 0.0445 | 18.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities