Next PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0487 | -6.55 | |
| 0.0292 | 32.26 | |
| 0.9605 | 973.19 | |
| 1.7829 | 21.22 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities