Pebble Group PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.08% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0192 | 13.10 | |
| 0.2159 | 7.72 | |
| 0.3536 | 9.43 | |
| -0.0059 | -0.14 |
Estimation Period:
Dec 5, 2019 to Feb 6, 2026
Dec 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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