Senior PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.30% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 12.04 | |
| 0.0104 | 8.53 | |
| 0.9666 | 786.51 | |
| 0.0399 | 13.05 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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