Rotork PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.49% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 24.26 | |
| 0.2762 | 35.44 | |
| 0.9324 | 292.84 | |
| -0.0396 | -6.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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