Informa PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.80% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 15.71 | |
| 0.0554 | 26.83 | |
| 0.9370 | 452.21 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
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