On The Beach Group Plc GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.00% (+5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2253 | 9.49 | |
| 0.1282 | 10.30 | |
| 0.5146 | 12.03 |
Estimation Period:
Jan 11, 2021 to Jan 30, 2026
Jan 11, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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