St James's Place PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.04% (+5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 13.34 | |
| 0.0401 | 9.61 | |
| 0.8912 | 187.55 | |
| 0.0822 | 10.27 |
Estimation Period:
Aug 26, 1996 to Feb 6, 2026
Aug 26, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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