Redwood Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.32% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3348 | 16.68 | |
| 0.1188 | 14.16 | |
| 0.8240 | 114.32 | |
| 0.0001 | 0.00 |
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Jun 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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