Adnams Plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.11% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0294 | -3.83 | |
| -0.0688 | -6.88 | |
| 0.9988 | 1,997.62 | |
| -0.0678 | -6.47 |
Estimation Period:
May 26, 2022 to Dec 19, 2025
May 26, 2022 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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