Investec PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.28% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 9.76 | |
| 0.1228 | 25.28 | |
| 0.9835 | 864.26 | |
| -0.0564 | -12.57 |
Estimation Period:
Jul 19, 2002 to Feb 6, 2026
Jul 19, 2002 to Feb 6, 2026
News Impact Curve
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