Renata PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.23% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3792 | 2.07 | |
| 0.0980 | 2.91 | |
| 0.8922 | 32.04 | |
| -0.3235 | -1.34 | |
| 0.3657 | 0.98 | |
| -0.0953 | -0.29 | |
| 0.0800 | 0.22 | |
| 0.2355 | 0.54 | |
| -1.1315 | -2.29 | |
| 2.1566 | 6.63 | |
| -1.9245 | -19.29 |
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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