Rank Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.97% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2609 | 8.70 | |
| 0.0422 | 13.15 | |
| 0.8992 | 242.45 | |
| 0.0807 | 4.68 |
Estimation Period:
Mar 21, 1997 to Feb 6, 2026
Mar 21, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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