BTG Consulting PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.27% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 12.85 | |
| 0.1068 | 13.20 | |
| 0.9644 | 365.73 | |
| -0.0292 | -5.85 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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