THG PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.81% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7577 | 13.95 | |
| 0.1417 | 14.02 | |
| 0.8463 | 106.16 | |
| -0.2413 | -0.79 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
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