RPMGlobal Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:28.47% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6530 | 9.69 | |
| 0.0836 | 11.80 | |
| 0.7963 | 56.85 | |
| 0.1195 | 6.94 |
Estimation Period:
May 27, 2008 to Jan 30, 2026
May 27, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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