Adnams Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:124.72% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 2.68 | |
| 0.0376 | 2.88 | |
| 0.9537 | 156.24 | |
| 0.0174 | 0.62 |
Estimation Period:
May 26, 2022 to Dec 19, 2025
May 26, 2022 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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