ITV PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.69% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 5.30 | |
| 0.0849 | 26.26 | |
| 0.9922 | 1,093.90 | |
| -0.0548 | -19.92 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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