Big Yellow Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.51% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 15.52 | |
| 0.2107 | 21.18 | |
| 0.9274 | 187.84 | |
| -0.0133 | -1.63 |
Estimation Period:
May 5, 2000 to Feb 6, 2026
May 5, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Big Yellow Group PLC Analyses
Other EGARCH Analyses on Real Estate