ITV PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.48% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 5.31 | |
| 0.0851 | 26.27 | |
| 0.9921 | 1,092.66 | |
| -0.0549 | -19.91 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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