Rentracks Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.68% (+7.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6060 | 11.66 | |
| 0.1333 | 16.27 | |
| 0.8206 | 96.74 | |
| -0.0018 | -0.13 |
Estimation Period:
Apr 24, 2015 to Feb 13, 2026
Apr 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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