AECOM EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.38% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 14.50 | |
| 0.1897 | 21.29 | |
| 0.9609 | 338.11 | |
| -0.0520 | -7.15 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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