S & U PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.66% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2513 | 15.50 | |
| 0.4019 | 16.92 | |
| 0.2764 | 6.13 | |
| 0.0384 | 1.59 |
Estimation Period:
Feb 19, 2021 to Feb 6, 2026
Feb 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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