ICG PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.80% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 18.36 | |
| 0.1009 | 41.87 | |
| 0.8991 | 429.98 |
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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