TP ICAP Group PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.19% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1466 | 15.10 | |
| 0.2963 | 26.59 | |
| 0.9238 | 178.31 | |
| -0.0174 | -2.41 |
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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