Theon International PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.58% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1277 | 4.80 | |
| 0.0390 | 3.26 | |
| 0.9571 | 185.88 | |
| -0.0220 | -1.51 |
Estimation Period:
Feb 7, 2024 to Feb 6, 2026
Feb 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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