WH Smith PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.74% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1526 | 15.92 | |
| 0.0690 | 12.99 | |
| 0.8788 | 201.15 | |
| 0.0305 | 3.70 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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