Experian PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.63% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 6.91 | |
| 0.1118 | 28.70 | |
| 0.9837 | 748.64 | |
| -0.0693 | -16.75 |
Estimation Period:
Oct 6, 2006 to Jan 30, 2026
Oct 6, 2006 to Jan 30, 2026
News Impact Curve
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