Premier Miton Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.11% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7604 | 13.77 | |
| 0.1170 | 11.91 | |
| 0.7136 | 49.02 | |
| 0.0627 | 2.58 |
Estimation Period:
Oct 7, 2016 to Feb 13, 2026
Oct 7, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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