Videndum PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:113.76% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 10.37 | |
| 0.0275 | 15.14 | |
| 0.9595 | 520.04 | |
| 0.0261 | 6.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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