Dunelm Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.53% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2811 | 12.21 | |
| 0.2384 | 26.14 | |
| 0.8330 | 63.79 | |
| -0.0260 | -2.29 |
Estimation Period:
Oct 18, 2006 to Feb 6, 2026
Oct 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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