Savills PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.02% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 14.43 | |
| 0.1447 | 13.94 | |
| 0.9255 | 155.42 | |
| -0.0512 | -7.43 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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