RELX PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:67.88% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 14.39 | |
| 0.0265 | 12.84 | |
| 0.9428 | 580.51 | |
| 0.0542 | 11.08 |
Estimation Period:
Oct 7, 1994 to Feb 6, 2026
Oct 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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