Reckitt Benckiser Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.55% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 5.53 | |
| 0.0449 | 8.59 | |
| 0.9129 | 171.35 | |
| 0.0420 | 3.26 |
Estimation Period:
Jan 3, 2007 to Feb 13, 2026
Jan 3, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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