Spencers Retail Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.93% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4295 | 8.56 | |
| 0.0665 | 9.56 | |
| 0.8864 | 125.99 | |
| 0.0087 | 0.72 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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