NCC Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.70% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2488 | 17.77 | |
| 0.2370 | 22.80 | |
| 0.8505 | 94.18 | |
| -0.0358 | -3.64 |
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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