Experian PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.88% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 6.89 | |
| 0.1122 | 28.89 | |
| 0.9837 | 747.50 | |
| -0.0704 | -17.04 |
Estimation Period:
Oct 6, 2006 to Feb 6, 2026
Oct 6, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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