SRT Marine Systems PLC GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
43.36%
decreased by 0.83%
1 Week
47.07%
increased by 2.88%
1 Month
53.73%
increased by 9.54%
Analysis last updated: Thursday, May 21, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6151 | 12.87 | |
| 0.0740 | 9.07 | |
| 0.7515 | 53.69 | |
| 0.1167 | 5.04 |
Estimation Period:
Jan 2, 2007 to May 15, 2026
Jan 2, 2007 to May 15, 2026
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