Walker Crips Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.46% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3935 | 12.24 | |
| 0.1896 | 7.69 | |
| 0.4206 | 12.04 | |
| 0.0931 | 2.39 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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