ITV PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.53% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 3.25 | |
| 0.0673 | 31.29 | |
| 0.9252 | 480.36 | |
| 0.7834 | 14.42 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities