ACUITY RM GROUP PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.52% (+5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.0064 | 1.09 | |
| 0.1909 | 1.74 | |
| 0.9990 | 9,891.09 | |
| 2.0000 | 1,716.74 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
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