ITV PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.66% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 3.17 | |
| 0.0668 | 31.28 | |
| 0.9257 | 483.12 | |
| 0.7866 | 14.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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