S&U plc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.29% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1681 | 19.06 | |
| 0.2417 | 28.48 | |
| 0.8916 | 137.24 | |
| -0.0111 | -1.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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