Caffyns PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.07% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 9.65 | |
| 0.0831 | 8.83 | |
| 0.9687 | 259.69 | |
| -0.0112 | -1.21 |
Estimation Period:
Jan 12, 2007 to Jan 9, 2026
Jan 12, 2007 to Jan 9, 2026
News Impact Curve
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