Diploma PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.25% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 3.82 | |
| 0.0203 | 14.96 | |
| 0.9958 | 1,144.55 | |
| -0.0361 | -21.66 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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