Rank Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.67% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7288 | 7.70 | |
| 0.1313 | 7.51 | |
| 0.7236 | 18.05 | |
| -0.0121 | -0.43 | |
| 0.0828 | 1.93 | |
| -0.1891 | -5.10 | |
| 0.2239 | 4.64 | |
| -0.1677 | -3.10 | |
| 0.0564 | 1.18 | |
| 0.0751 | 2.04 | |
| -0.1275 | -3.64 | |
| 0.0306 | 0.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rank Group PLC Analyses
Other Spline-GARCH Analyses on International Equities