Diploma PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.69% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7604 | 7.48 | |
| 0.1939 | 7.54 | |
| 0.0976 | 0.83 | |
| 0.1150 | 6.82 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities