Evli PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.03% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7247 | 9.68 | |
| 0.2892 | 4.59 | |
| 0.4048 | 8.68 | |
| -0.2310 | -3.15 |
Estimation Period:
Apr 12, 2024 to Feb 6, 2026
Apr 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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