THG PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.24% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 7.99 | |
| 0.1964 | 11.19 | |
| 0.9773 | 287.45 | |
| 0.0026 | 0.30 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
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