NCC Group PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.88% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1335 | 20.57 | |
| 0.1583 | 22.51 | |
| 0.6045 | 42.31 | |
| 0.2065 | 2.82 |
Estimation Period:
Jul 8, 2004 to Jan 30, 2026
Jul 8, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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