Rotork PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.56% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 15.40 | |
| 0.0125 | 13.05 | |
| 0.9615 | 724.56 | |
| 0.0446 | 16.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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