ValiRx PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:80.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.85 | |
| 0.1108 | 9.15 | |
| 0.7963 | 59.54 | |
| -0.0437 | -2.56 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities