Retail Partners Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.06% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 14.06 | |
| 0.0793 | 14.50 | |
| 0.9015 | 221.54 | |
| 0.0080 | 0.87 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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