Spirax Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.63% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 3.98 | |
| 0.0289 | 10.85 | |
| 0.9916 | 888.51 | |
| -0.0392 | -20.75 |
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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