Reckitt Benckiser Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.73% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5942 | 8.40 | |
| 0.0645 | 6.39 | |
| 0.8576 | 26.32 | |
| -0.0892 | -3.30 | |
| 0.1951 | 4.89 | |
| -0.2448 | -7.28 | |
| 0.2276 | 6.29 | |
| -0.1262 | -3.77 | |
| 0.0485 | 1.62 | |
| 0.0105 | 0.34 | |
| -0.0467 | -0.91 | |
| 0.0342 | 0.35 |
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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