Reece Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.56% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 26.29 | |
| 0.3291 | 38.69 | |
| 0.8189 | 105.18 | |
| 0.0055 | 0.58 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
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