Plc Spa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.60% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8190 | 14.73 | |
| 0.3175 | 24.38 | |
| 0.6355 | 25.74 | |
| -0.0313 | -2.80 |
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Jul 20, 2006 to Feb 6, 2026
News Impact Curve
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