Reece Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.38% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5141 | 3.74 | |
| 0.1934 | 7.96 | |
| 0.5794 | 11.80 | |
| -0.3678 | -3.60 | |
| 0.5507 | 4.03 | |
| -0.3146 | -4.58 | |
| 0.2159 | 3.64 | |
| -0.1505 | -2.83 | |
| 0.1790 | 3.26 | |
| -0.2284 | -2.89 | |
| 0.3419 | 2.04 |
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Jan 18, 1990 to Feb 6, 2026
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