TP ICAP Group PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.03% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4734 | 16.94 | |
| 0.2120 | 21.31 | |
| 0.7252 | 75.19 | |
| 0.2104 | 4.97 |
Estimation Period:
Dec 13, 2006 to Feb 6, 2026
Dec 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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