Cohort PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.62% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3901 | 12.65 | |
| 0.3074 | 19.22 | |
| 0.7648 | 42.36 | |
| -0.0709 | -5.51 |
Estimation Period:
Jan 2, 2007 to Feb 20, 2026
Jan 2, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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