Demetra Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.23% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 11.60 | |
| 0.1173 | 15.06 | |
| 0.9825 | 530.20 | |
| -0.0055 | -1.09 |
Estimation Period:
Dec 6, 2000 to Feb 6, 2026
Dec 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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