RM PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.65% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1788 | 8.55 | |
| 0.1910 | 18.48 | |
| 0.9233 | 107.48 | |
| -0.0531 | -4.36 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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