Victorian Plumbing Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.24% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4510 | 8.89 | |
| 0.3426 | 10.68 | |
| 0.8087 | 37.48 | |
| 0.0170 | 0.61 |
Estimation Period:
Jun 22, 2021 to Feb 6, 2026
Jun 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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