Phoenix Group PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.45% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4062 | 8.53 | |
| 0.5258 | 15.74 | |
| 0.7929 | 32.63 | |
| -0.0699 | -2.53 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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