Informa PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.45% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 9.56 | |
| 0.0963 | 46.15 | |
| 0.8826 | 557.87 | |
| 0.7063 | 16.28 |
Estimation Period:
Apr 16, 1998 to Feb 13, 2026
Apr 16, 1998 to Feb 13, 2026
News Impact Curve
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