OSB Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.27% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 5.38 | |
| 0.1487 | 16.68 | |
| 0.9489 | 164.31 | |
| -0.1077 | -5.47 |
Estimation Period:
Nov 30, 2020 to Feb 6, 2026
Nov 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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