RELX PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.56% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 15.93 | |
| 0.0370 | 17.14 | |
| 0.9278 | 512.86 | |
| 0.0523 | 9.20 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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