Man Group PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.53% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 16.35 | |
| 0.1789 | 35.75 | |
| 0.9644 | 469.09 | |
| -0.0466 | -8.79 |
Estimation Period:
Oct 6, 1994 to Feb 6, 2026
Oct 6, 1994 to Feb 6, 2026
News Impact Curve
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