FW Thorpe Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.71% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1600 | 19.49 | |
| 0.2008 | 21.25 | |
| 0.8882 | 147.69 | |
| -0.0414 | -5.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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