Johnson Matthey PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.61% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 5.00 | |
| 0.0643 | 20.23 | |
| 0.9915 | 1,128.04 | |
| -0.0428 | -16.98 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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