GlobalData Plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:64.18% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 6.61 | |
| 0.0330 | 21.53 | |
| 0.9978 | 1,711.48 | |
| -0.0102 | -3.49 |
Estimation Period:
Jun 29, 2000 to Jan 30, 2026
Jun 29, 2000 to Jan 30, 2026
News Impact Curve
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