Quilter plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.10% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4243 | 9.85 | |
| 0.0213 | 5.88 | |
| 0.7843 | 67.05 | |
| 0.1854 | 8.39 |
Estimation Period:
Jun 22, 2018 to Feb 6, 2026
Jun 22, 2018 to Feb 6, 2026
News Impact Curve
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