THG PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.10% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3627 | 8.32 | |
| 0.0911 | 9.72 | |
| 0.9042 | 105.74 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
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