System1 Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.48% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 3.95 | |
| 0.0144 | 5.51 | |
| 0.9816 | 611.95 | |
| -0.0008 | -0.18 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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