Reckon Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.26% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1505 | 15.20 | |
| 0.0885 | 12.42 | |
| 0.8915 | 214.88 | |
| 0.0236 | 1.84 |
Estimation Period:
Jul 20, 1999 to Feb 6, 2026
Jul 20, 1999 to Feb 6, 2026
News Impact Curve
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