S&U plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.32% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2144 | 18.45 | |
| 0.1060 | 18.32 | |
| 0.8227 | 147.79 | |
| 0.0358 | 2.90 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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