Schroders Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:86.96% (+55.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1365 | 17.17 | |
| 0.0483 | 13.03 | |
| 0.8931 | 243.75 | |
| 0.0601 | 7.87 |
Estimation Period:
Apr 30, 2007 to Feb 6, 2026
Apr 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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