Aitken Spence Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.49% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 10.40 | |
| 0.0560 | 13.80 | |
| 0.9430 | 423.42 | |
| -0.0028 | -0.42 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Aitken Spence Plc Analyses
Other GJR-GARCH Analyses on International Equities