Creighton's PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.67% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1653 | 9.94 | |
| 0.1397 | 13.64 | |
| 0.9517 | 174.79 | |
| -0.0062 | -0.53 |
Estimation Period:
May 2, 2007 to Feb 6, 2026
May 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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