On the Beach Group plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.84% (-5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7993 | 17.42 | |
| 0.2691 | 11.98 | |
| 0.5241 | 31.75 | |
| -0.0458 | -1.27 |
Estimation Period:
Sep 22, 2015 to Feb 6, 2026
Sep 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other On the Beach Group plc Analyses
Other GJR-GARCH Analyses on International Equities