Pensana PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.20% (+9.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.45 | |
| 0.1531 | 10.74 | |
| 0.6884 | 47.87 | |
| 0.0067 | 0.23 |
Estimation Period:
Jul 6, 2020 to Feb 6, 2026
Jul 6, 2020 to Feb 6, 2026
News Impact Curve
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