Tate & Lyle Plc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
25.82%
decreased by 1.06%
1 Week
27.85%
increased by 0.97%
1 Month
30.90%
increased by 4.02%
Analysis last updated: Wednesday, June 24, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6617 | 17.29 | |
| 0.1786 | 10.21 | |
| 0.6539 | 41.82 | |
| 0.0254 | 1.06 |
Estimation Period:
Aug 3, 2010 to Jun 19, 2026
Aug 3, 2010 to Jun 19, 2026
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