Inchcape PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.90% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 6.89 | |
| 0.0689 | 23.39 | |
| 0.9891 | 995.10 | |
| -0.0456 | -14.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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