Princes Group PLC GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
77.18%
decreased by 106.45%
1 Week
55.08%
decreased by 128.55%
1 Month
39.27%
decreased by 144.36%
Analysis last updated: Thursday, May 21, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9816 | 12.14 | |
| 0.0423 | 1.95 | |
| 0.1619 | 3.63 | |
| 0.6413 | 3.36 |
Estimation Period:
Oct 31, 2025 to May 15, 2026
Oct 31, 2025 to May 15, 2026
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