James Cropper PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.20% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 1.50 | |
| 0.0119 | 10.50 | |
| 0.9966 | 565.93 | |
| -0.0245 | -12.82 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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