First HoldCo Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.70% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3025 | 24.51 | |
| 0.3815 | 41.27 | |
| 0.8633 | 142.12 | |
| 0.0227 | 2.57 |
Estimation Period:
Sep 8, 2009 to Feb 6, 2026
Sep 8, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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