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Reckitt Benckiser Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.73% (-0.78%)
Analysis last updated: Thursday, February 12, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reckitt Benckiser Group PLC SGARCH
paramt-stat
ω0.59428.40
α0.06456.39
β0.857626.32
γ1-0.0892-3.30
γ20.19514.89
γ3-0.2448-7.28
γ40.22766.29
γ5-0.1262-3.77
γ60.04851.62
γ70.01050.34
γ8-0.0467-0.91
γ90.03420.35
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts