Reckitt Benckiser Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.60% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 4.14 | |
| 0.0032 | 1.99 | |
| 0.9650 | 603.14 | |
| 0.0428 | 8.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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