SigmaRoc PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.09% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 7.13 | |
| 0.0046 | 3.37 | |
| 0.9608 | 608.85 | |
| 0.0692 | 16.24 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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