Experian PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.21% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 6.87 | |
| 0.1120 | 28.92 | |
| 0.9838 | 748.68 | |
| -0.0704 | -17.15 |
Estimation Period:
Oct 6, 2006 to Feb 13, 2026
Oct 6, 2006 to Feb 13, 2026
News Impact Curve
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