Marshalls PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.63% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0996 | 18.86 | |
| 0.1916 | 21.86 | |
| 0.9415 | 272.43 | |
| -0.0276 | -3.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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