Experian PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.66% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 2.89 | |
| 0.0617 | 30.60 | |
| 0.9151 | 331.21 | |
| 0.8994 | 19.29 |
Estimation Period:
Oct 6, 2006 to Feb 13, 2026
Oct 6, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities