RELX PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.30% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 15.91 | |
| 0.0372 | 17.16 | |
| 0.9275 | 509.05 | |
| 0.0524 | 9.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities