Prudential PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.99% (+21.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 18.10 | |
| 0.0342 | 11.53 | |
| 0.9019 | 414.49 | |
| 0.1026 | 17.77 |
Estimation Period:
Jan 3, 1995 to Feb 6, 2026
Jan 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Prudential PLC Analyses
Other GJR-GARCH Analyses on Depositary Receipts