J Sainsbury PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.55% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 10.84 | |
| 0.0208 | 9.18 | |
| 0.9392 | 336.37 | |
| 0.0436 | 9.64 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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