AIB Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.90% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 23.05 | |
| 0.2141 | 44.16 | |
| 0.9913 | 1,910.07 | |
| -0.0319 | -7.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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