Tatton Asset Management PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.85% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5546 | 10.50 | |
| 0.0743 | 7.63 | |
| 0.7679 | 46.42 | |
| 0.0706 | 3.60 |
Estimation Period:
Jul 6, 2017 to Feb 6, 2026
Jul 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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