Quilter Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.86% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5030 | 13.06 | |
| 0.0663 | 10.72 | |
| 0.7306 | 49.62 | |
| 0.1424 | 5.02 |
Estimation Period:
Jun 25, 2018 to Feb 20, 2026
Jun 25, 2018 to Feb 20, 2026
News Impact Curve
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