Personal Group Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.50% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0831 | 14.76 | |
| 0.0626 | 14.18 | |
| 0.8843 | 197.93 | |
| 0.0496 | 5.17 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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