PLC SPA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.66% (+4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5331 | 7.27 | |
| 0.4205 | 13.12 | |
| 0.6928 | 15.66 | |
| 0.0080 | 0.21 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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