FW Thorpe Plc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.88% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2145 | 15.55 | |
| 0.1002 | 19.61 | |
| 0.8305 | 100.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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