Peel Hunt Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.59% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9046 | 9.00 | |
| 0.1858 | 6.72 | |
| 0.5269 | 14.48 | |
| -0.0419 | -0.90 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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