Plc Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.48% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7777 | 16.95 | |
| 0.1420 | 12.87 | |
| 0.5101 | 25.02 | |
| 0.1036 | 4.02 |
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Jul 20, 2006 to Feb 6, 2026
News Impact Curve
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