Emmerson PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.80% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9010 | 22.14 | |
| 0.3082 | 14.55 | |
| 0.4317 | 26.65 | |
| -1.5092 | -7.11 |
Estimation Period:
Feb 15, 2017 to Feb 6, 2026
Feb 15, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities