Victrex PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.69% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3949 | 17.77 | |
| 0.0371 | 8.99 | |
| 0.7926 | 109.11 | |
| 0.1067 | 10.33 |
Estimation Period:
Dec 20, 1995 to Feb 6, 2026
Dec 20, 1995 to Feb 6, 2026
News Impact Curve
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