Aurora UK Alpha PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.92% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 17.57 | |
| 0.2275 | 33.07 | |
| 0.9680 | 700.44 | |
| -0.0491 | -7.51 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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