Pantheon Infrastructure PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.09% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.35 | |
| 0.0402 | 6.44 | |
| 0.9302 | 217.04 | |
| 0.0379 | 2.15 |
Estimation Period:
Nov 16, 2021 to Feb 6, 2026
Nov 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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