Rank Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.24% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 6.78 | |
| 0.0835 | 27.56 | |
| 0.9898 | 998.80 | |
| -0.0451 | -14.34 |
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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