Next PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.81% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 3.66 | |
| 0.0514 | 23.62 | |
| 0.9936 | 965.63 | |
| -0.0471 | -18.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities