Reece Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.53% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5057 | 3.64 | |
| 0.2023 | 8.43 | |
| 0.5895 | 12.87 | |
| -0.3713 | -3.53 | |
| 0.5488 | 3.90 | |
| -0.3013 | -4.24 | |
| 0.1961 | 3.20 | |
| -0.1180 | -2.15 | |
| 0.1154 | 2.09 | |
| -0.0899 | -1.43 | |
| -0.0018 | -0.03 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
News Impact Curve
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