Velocity Composites Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.35% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7309 | 10.55 | |
| 0.1574 | 8.67 | |
| 0.6951 | 30.40 | |
| -0.0301 | -0.93 |
Estimation Period:
May 18, 2017 to Feb 6, 2026
May 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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