Paragon Banking Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.27% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 13.05 | |
| 0.0510 | 13.32 | |
| 0.9077 | 233.34 | |
| 0.0590 | 9.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Paragon Banking Group PLC Analyses
Other GJR-GARCH Analyses on International Equities