Ingenta PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.01% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3953 | 13.70 | |
| 0.2654 | 21.74 | |
| 0.8573 | 72.77 | |
| -0.0172 | -1.54 |
Estimation Period:
Jan 4, 2007 to Feb 13, 2026
Jan 4, 2007 to Feb 13, 2026
News Impact Curve
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