Sorted Group Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.83% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9408 | 13.58 | |
| 0.2433 | 9.02 | |
| 0.6694 | 41.87 | |
| -0.0045 | -0.13 |
Estimation Period:
Apr 22, 2008 to Feb 6, 2026
Apr 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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