SAMARA ASSET GROUP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.49% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.93 | |
| 0.1134 | 8.33 | |
| 0.6984 | 28.80 | |
| 0.0034 | 0.12 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SAMARA ASSET GROUP PLC Analyses
Other GJR-GARCH Analyses on International Equities