Quilter Plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.34% (-5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1424 | 11.41 | |
| 0.2331 | 17.74 | |
| 0.8947 | 103.95 | |
| -0.0551 | -4.29 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
News Impact Curve
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