Primary Health Properties Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.45% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 17.04 | |
| 0.1112 | 14.78 | |
| 0.8712 | 259.89 | |
| 0.0353 | 2.79 |
Estimation Period:
Mar 18, 1996 to Feb 13, 2026
Mar 18, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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