CEPS PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.69% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5610 | 6.11 | |
| 0.0453 | 7.37 | |
| 0.8706 | 50.80 |
Estimation Period:
Jan 8, 2007 to Feb 6, 2026
Jan 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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