Record PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.55% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1647 | 18.86 | |
| 0.2804 | 11.85 | |
| 0.3551 | 14.24 | |
| -0.0573 | -1.72 |
Estimation Period:
Nov 28, 2007 to Feb 6, 2026
Nov 28, 2007 to Feb 6, 2026
News Impact Curve
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