Polar Capital Global Financials Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.20% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 18.67 | |
| 0.0362 | 10.31 | |
| 0.8869 | 242.92 | |
| 0.0895 | 10.28 |
Estimation Period:
Jul 1, 2013 to Feb 6, 2026
Jul 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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