Samuel Heath & Sons PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.42% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0713 | -2.46 | |
| 0.0578 | 13.17 | |
| 0.9427 | 222.24 | |
| -1.5609 | -9.27 |
Estimation Period:
Feb 6, 2007 to Feb 6, 2026
Feb 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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