ACUITY RM GROUP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:82.05% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5286 | 6.89 | |
| 0.0165 | 3.39 | |
| 0.9261 | 203.05 | |
| 0.0895 | 9.74 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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