Phoenix Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.23% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1643 | 11.09 | |
| 0.2457 | 7.02 | |
| 0.5069 | 18.33 | |
| 0.2674 | 3.45 |
Estimation Period:
Dec 5, 2023 to Feb 13, 2026
Dec 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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