NCC Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.67% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1384 | 20.57 | |
| 0.1577 | 22.51 | |
| 0.6040 | 42.24 | |
| 0.1966 | 2.67 |
Estimation Period:
Jul 8, 2004 to Feb 6, 2026
Jul 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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