Rathbones Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.60% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 19.56 | |
| 0.1160 | 24.38 | |
| 0.8230 | 183.18 | |
| 0.0621 | 5.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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