PZ Cussons PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.64% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 10.12 | |
| 0.1202 | 10.83 | |
| 0.8810 | 192.20 | |
| -0.0025 | -0.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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