ASOS PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.76% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 8.15 | |
| 0.0923 | 11.39 | |
| 0.9657 | 297.43 | |
| -0.0631 | -9.24 |
Estimation Period:
Oct 2, 2001 to Feb 13, 2026
Oct 2, 2001 to Feb 13, 2026
News Impact Curve
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