450 PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:11.05% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 3.51 | |
| 0.0518 | 8.73 | |
| 0.9482 | 153.83 |
Estimation Period:
Aug 23, 2017 to Sep 12, 2025
Aug 23, 2017 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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