Renata PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.40% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 8.53 | |
| 0.0886 | 13.30 | |
| 0.9412 | 381.66 | |
| -0.0596 | -7.53 |
Estimation Period:
Aug 5, 2008 to Feb 5, 2026
Aug 5, 2008 to Feb 5, 2026
News Impact Curve
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