Next 15 Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.79% (-8.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0871 | 3.50 | |
| 0.2067 | 12.18 | |
| 0.5314 | 4.00 | |
| -0.0101 | -0.46 |
Estimation Period:
Jan 21, 2021 to Feb 6, 2026
Jan 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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