REACT Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.41% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1575 | 8.74 | |
| 0.0384 | 11.33 | |
| 0.9449 | 472.44 | |
| 0.0314 | 3.92 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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