Robert Walters PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.22% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0106 | 11.52 | |
| 0.2530 | 11.20 | |
| 0.7180 | 54.22 | |
| -0.1137 | -3.75 |
Estimation Period:
Jul 1, 2021 to Jan 30, 2026
Jul 1, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Robert Walters PLC Analyses
Other GJR-GARCH Analyses on International Equities