Scottish American Investment Co PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.96% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 15.73 | |
| 0.0323 | 6.98 | |
| 0.8937 | 275.41 | |
| 0.1010 | 11.21 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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