Van Elle Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.77% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3543 | 9.39 | |
| 0.1200 | 5.94 | |
| 0.6565 | 21.99 | |
| -0.0165 | -0.65 |
Estimation Period:
Oct 26, 2016 to Feb 6, 2026
Oct 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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