Barclays PLC EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
32.89%
decreased by 1.35%
1 Week
33.19%
decreased by 1.05%
1 Month
34.31%
increased by 0.07%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 14.59 | |
| 0.1298 | 29.37 | |
| 0.9885 | 1,594.28 | |
| -0.0419 | -12.68 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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