VP plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.53% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 17.87 | |
| 0.1637 | 18.63 | |
| 0.9376 | 232.14 | |
| -0.0167 | -2.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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