Aviva PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.72% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 7.46 | |
| 0.1110 | 32.20 | |
| 0.9881 | 1,141.04 | |
| -0.0687 | -24.18 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities