Derwent London PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.29% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 22.14 | |
| 0.1661 | 30.42 | |
| 0.9657 | 626.26 | |
| -0.0246 | -5.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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