UIE PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.89% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0719 | 17.79 | |
| 0.0833 | 17.80 | |
| 0.8806 | 280.90 | |
| 0.0465 | 3.69 |
Estimation Period:
Oct 7, 1991 to Feb 13, 2026
Oct 7, 1991 to Feb 13, 2026
News Impact Curve
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