Emmerson PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:325.41% (+53.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 986.1071 | 2.86 | |
| 0.1277 | 22.09 | |
| 0.9366 | 39.77 | |
| 2.0106 | 943.52 |
Estimation Period:
Feb 15, 2017 to Feb 6, 2026
Feb 15, 2017 to Feb 6, 2026
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