THG PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.15% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3608 | 6.77 | |
| 0.1080 | 5.62 | |
| 0.9032 | 98.82 | |
| -0.0285 | -1.66 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
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