Essentra PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.99% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 2.93 | |
| 0.0603 | 14.43 | |
| 0.9920 | 535.36 | |
| -0.0434 | -10.91 |
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Jun 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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