Sovereign Trust Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.66% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 5.56 | |
| 0.0888 | 6.77 | |
| 0.9204 | 182.44 | |
| -0.0183 | -0.87 |
Estimation Period:
Oct 15, 2007 to Feb 13, 2026
Oct 15, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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