WH Smith PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.15% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1640 | 15.21 | |
| 0.0925 | 26.37 | |
| 0.8657 | 185.26 | |
| 0.3068 | 5.97 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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