Prospex Energy PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.80% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2335 | 9.38 | |
| 0.0235 | 6.43 | |
| 0.9604 | 362.96 | |
| 0.0251 | 4.24 |
Estimation Period:
Mar 20, 2007 to Feb 6, 2026
Mar 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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