Phoenix Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.15% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 15.28 | |
| 0.0607 | 19.60 | |
| 0.9206 | 443.86 | |
| 0.0339 | 4.52 |
Estimation Period:
Jul 29, 2009 to Feb 5, 2026
Jul 29, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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