NCC Group PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.46% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1916 | 20.10 | |
| 0.1643 | 23.59 | |
| 0.5876 | 40.10 |
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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