Renata PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.17% (+5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9347 | 4.25 | |
| 0.2354 | 18.74 | |
| 0.7636 | 61.78 | |
| -0.3756 | -1.26 | |
| 0.3895 | 0.90 | |
| 0.0114 | 0.03 | |
| -0.1722 | -0.41 | |
| 0.9416 | 1.49 | |
| -6.2763 | -7.20 | |
| 17.7847 | 18.73 | |
| -34.7189 | -8.77 |
Estimation Period:
Aug 5, 2008 to Feb 5, 2026
Aug 5, 2008 to Feb 5, 2026
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