AB Dynamics PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.52% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0727 | 14.75 | |
| 0.5141 | 21.07 | |
| 0.3968 | 9.73 | |
| 0.0039 | 0.19 |
Estimation Period:
Feb 3, 2021 to Jan 30, 2026
Feb 3, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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