R T C L Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.95% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 6.67 | |
| 0.0610 | 10.89 | |
| 0.9317 | 302.69 | |
| 0.0147 | 1.49 |
Estimation Period:
May 24, 2011 to Feb 6, 2026
May 24, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities