Rotork PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.07% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5502 | 3.63 | |
| 0.1614 | 6.55 | |
| 0.6970 | 16.03 | |
| 0.0206 | 0.43 | |
| 0.0210 | 0.33 | |
| -0.1180 | -2.78 | |
| 0.1465 | 3.70 | |
| -0.1381 | -3.92 | |
| 0.1090 | 3.17 | |
| -0.0507 | -1.35 | |
| -0.0120 | -0.31 | |
| 0.0222 | 0.46 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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