Rotork PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 8.15 | |
| 0.0538 | 29.92 | |
| 0.9408 | 472.98 | |
| 0.3957 | 8.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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