VP plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.26% (+5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5874 | 22.36 | |
| 0.1919 | 22.71 | |
| 0.6720 | 90.43 | |
| 0.0421 | 2.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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