Pets at Home Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.70% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5352 | 11.42 | |
| 0.1227 | 7.90 | |
| 0.5970 | 19.47 | |
| -0.0252 | -1.04 |
Estimation Period:
Mar 11, 2014 to Feb 6, 2026
Mar 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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