ICG PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.74% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 22.43 | |
| 0.1821 | 32.61 | |
| 0.9652 | 672.64 | |
| -0.0412 | -7.42 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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