IG Group Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.24% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 8.82 | |
| 0.1656 | 18.88 | |
| 0.9610 | 278.38 | |
| -0.0751 | -8.51 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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