Victoria plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.86% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2137 | 14.93 | |
| 0.0841 | 14.81 | |
| 0.8697 | 178.03 | |
| 0.0481 | 4.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities