Victoria plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.60% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1691 | 19.87 | |
| 0.1959 | 28.51 | |
| 0.9310 | 219.67 | |
| -0.0181 | -2.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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