Retail Partners Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.29% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3589 | 5.69 | |
| 0.1996 | 7.99 | |
| 0.6212 | 14.70 | |
| 0.2783 | 5.75 | |
| -0.4363 | -5.86 | |
| 0.2876 | 5.06 | |
| -0.1918 | -3.56 | |
| 0.1399 | 2.95 | |
| -0.1704 | -3.91 | |
| 0.0906 | 1.49 |
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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