C W Mackie Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.78% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 3.61 | |
| 0.0318 | 6.05 | |
| 0.9943 | 782.93 | |
| -0.0241 | -5.14 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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