Vesuvius PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.64% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 8.63 | |
| 0.0121 | 4.30 | |
| 0.9561 | 334.19 | |
| 0.0466 | 9.82 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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