Emmerson PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.23% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7839 | 13.33 | |
| 0.3402 | 16.33 | |
| 0.7564 | 38.08 | |
| 0.0526 | 1.79 |
Estimation Period:
Feb 15, 2017 to Feb 6, 2026
Feb 15, 2017 to Feb 6, 2026
News Impact Curve
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