Princes Group PLC EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
77.42%
decreased by 188.08%
1 Week
49.15%
decreased by 216.35%
1 Month
35.19%
decreased by 230.31%
Analysis last updated: Thursday, May 21, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5714 | 7.62 | |
| 0.5177 | 10.65 | |
| 0.5344 | 10.64 | |
| -0.2704 | -5.61 |
Estimation Period:
Oct 31, 2025 to May 15, 2026
Oct 31, 2025 to May 15, 2026
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