Cohort PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.49% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9407 | 14.15 | |
| 0.1889 | 19.64 | |
| 0.6043 | 34.13 | |
| 0.4997 | 6.03 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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