Russell Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.64% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6911 | 11.89 | |
| 0.1618 | 10.93 | |
| 0.7634 | 58.55 | |
| 0.0916 | 3.36 |
Estimation Period:
May 3, 2018 to Feb 13, 2026
May 3, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Russell Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities