WH Smith PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.27% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 12.32 | |
| 0.1183 | 30.57 | |
| 0.9778 | 517.33 | |
| -0.0370 | -8.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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