Informa PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.33% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 10.57 | |
| 0.0946 | 23.41 | |
| 0.9901 | 1,338.03 | |
| -0.0433 | -10.86 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
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