TP ICAP Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.50% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4790 | 17.07 | |
| 0.1952 | 12.48 | |
| 0.7275 | 72.96 | |
| 0.0277 | 1.56 |
Estimation Period:
Dec 13, 2006 to Feb 6, 2026
Dec 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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