Focusrite Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.64% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5068 | 16.08 | |
| 0.1444 | 7.76 | |
| 0.5902 | 31.88 | |
| 0.0567 | 1.34 |
Estimation Period:
Dec 10, 2014 to Feb 6, 2026
Dec 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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