Reece Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.00% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6749 | 25.91 | |
| 0.2003 | 13.47 | |
| 0.6340 | 66.86 | |
| 0.0016 | 0.06 |
Estimation Period:
Jan 18, 1990 to Feb 13, 2026
Jan 18, 1990 to Feb 13, 2026
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