Rank Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.69% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 11.63 | |
| 0.0206 | 15.53 | |
| 0.9482 | 530.02 | |
| 0.0440 | 10.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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