Virgin Wines UK PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.71% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7392 | 18.06 | |
| 0.3858 | 23.87 | |
| 0.1030 | 2.18 | |
| -0.0270 | -0.89 |
Estimation Period:
Mar 2, 2021 to Feb 6, 2026
Mar 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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