Treatt PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.14% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 8.02 | |
| 0.0056 | 4.32 | |
| 0.9705 | 421.21 | |
| 0.0342 | 11.22 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
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