Renata PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.09% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 0.47 | |
| 0.0956 | 26.16 | |
| 0.9267 | 405.73 | |
| -0.3040 | -3.36 |
Estimation Period:
Aug 5, 2008 to Feb 5, 2026
Aug 5, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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