PHSC PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:99.67% (+47.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5710 | 7.67 | |
| 0.0457 | 5.04 | |
| 0.9199 | 132.42 | |
| -0.0065 | -0.46 |
Estimation Period:
Jan 10, 2007 to Jan 30, 2026
Jan 10, 2007 to Jan 30, 2026
News Impact Curve
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