Savills PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.25% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1489 | 14.90 | |
| 0.0340 | 8.74 | |
| 0.9065 | 203.49 | |
| 0.0549 | 7.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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