Pensionbee Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7304 | 11.06 | |
| 0.2548 | 6.44 | |
| 0.5264 | 18.58 | |
| 0.0130 | 0.20 |
Estimation Period:
Apr 21, 2021 to Feb 6, 2026
Apr 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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