Janus Henderson Group plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.38% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 8.74 | |
| 0.1552 | 21.29 | |
| 0.9769 | 425.48 | |
| -0.0692 | -10.04 |
Estimation Period:
May 30, 2017 to Feb 6, 2026
May 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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