Prudential PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.26% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 20.00 | |
| 0.0373 | 15.79 | |
| 0.8982 | 403.33 | |
| 0.0945 | 15.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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