Wpg Holdings EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.26% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 14.38 | |
| 0.1510 | 20.92 | |
| 0.9807 | 702.51 | |
| 0.0104 | 1.67 |
Estimation Period:
Nov 11, 2005 to Feb 6, 2026
Nov 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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