RM PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.99% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7506 | 12.55 | |
| 0.0879 | 9.65 | |
| 0.7889 | 80.50 | |
| 0.0805 | 3.90 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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