PLC SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.26% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7199 | 7.83 | |
| 0.2136 | 6.07 | |
| 0.5015 | 11.37 | |
| 0.0135 | 0.16 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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