Porvair PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.49% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 10.36 | |
| 0.0138 | 5.58 | |
| 0.9543 | 353.83 | |
| 0.0432 | 7.70 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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