Tern Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.76% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2945 | 9.86 | |
| 0.1201 | 10.02 | |
| 0.8617 | 93.10 | |
| -0.0639 | -4.23 |
Estimation Period:
Jan 14, 2008 to Feb 6, 2026
Jan 14, 2008 to Feb 6, 2026
News Impact Curve
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