RS Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.98% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 8.06 | |
| 0.0043 | 5.05 | |
| 0.9766 | 1,356.36 | |
| 0.0332 | 12.04 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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