Sovereign Trust Insurance PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.84% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 5.69 | |
| 0.1886 | 21.29 | |
| 0.9738 | 185.02 | |
| 0.0310 | 1.89 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sovereign Trust Insurance PLC Analyses
Other EGARCH Analyses on International Equities