R8 Capital Investments Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 18th, 2025:133.32% (-5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3062 | 3.57 | |
| 0.0797 | 5.41 | |
| 0.9139 | 125.57 | |
| 0.0129 | 0.51 |
Estimation Period:
Oct 5, 2020 to Jun 13, 2025
Oct 5, 2020 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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