Princes Group PLC GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.16%
decreased by 0.91%
1 Week
33.58%
increased by 5.51%
1 Month
38.46%
increased by 10.39%
Analysis last updated: Friday, June 12, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9047 | 14.52 | |
| 0.0390 | 2.18 | |
| 0.1650 | 7.40 | |
| 1.0000 | 5.52 |
Estimation Period:
Oct 31, 2025 to Jun 5, 2026
Oct 31, 2025 to Jun 5, 2026
Other Princes Group PLC Analyses
Other GJR-GARCH Analyses on International Equities