Vesuvius PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.35% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 1.96 | |
| 0.0410 | 10.19 | |
| 0.9954 | 752.39 | |
| -0.0435 | -18.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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