Pharos Energy PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.48% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1256 | 14.44 | |
| 0.0233 | 11.44 | |
| 0.9309 | 359.28 | |
| 0.0656 | 11.41 |
Estimation Period:
May 28, 1997 to Feb 6, 2026
May 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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