Samuel Heath & Sons PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.62% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 4.37 | |
| 0.1214 | 13.14 | |
| 0.9817 | 185.83 | |
| 0.0681 | 6.73 |
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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