Robit Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.82% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1759 | 18.34 | |
| 0.4721 | 9.36 | |
| 0.4121 | 16.76 | |
| -0.2973 | -5.06 |
Estimation Period:
Jun 1, 2017 to Feb 13, 2026
Jun 1, 2017 to Feb 13, 2026
News Impact Curve
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