600 Group PLC/The GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, April 4th, 2024):
1 Day
40.45%
1 Week
40.48%
1 Month
40.61%
Analysis last updated: Monday, March 30, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.9910 | 1,016.37 | |
| 0.0121 | 9.46 |
Estimation Period:
Jan 2, 2007 to Mar 29, 2024
Jan 2, 2007 to Mar 29, 2024
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