Cavendish PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.56% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 17.37 | |
| 0.1079 | 15.60 | |
| 0.9901 | 1,311.37 | |
| -0.0244 | -3.35 |
Estimation Period:
Mar 29, 2007 to Feb 6, 2026
Mar 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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