Retail Partners Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.23% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3553 | 5.74 | |
| 0.2012 | 8.03 | |
| 0.6165 | 14.61 | |
| 0.2762 | 5.75 | |
| -0.4325 | -5.85 | |
| 0.2853 | 5.06 | |
| -0.1925 | -3.62 | |
| 0.1479 | 3.23 | |
| -0.1948 | -5.47 | |
| 0.1587 | 6.67 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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