Shearwater Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.89% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0879 | 10.19 | |
| 0.1273 | 7.06 | |
| 0.7073 | 30.90 | |
| -0.0521 | -2.19 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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