PZ Cussons PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.54% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 10.17 | |
| 0.1188 | 25.44 | |
| 0.8812 | 194.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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