Forterra plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.74% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 7.27 | |
| 0.1465 | 16.46 | |
| 0.9745 | 353.73 | |
| -0.0630 | -8.23 |
Estimation Period:
Apr 20, 2016 to Feb 6, 2026
Apr 20, 2016 to Feb 6, 2026
News Impact Curve
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