Experian PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.56% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0207 | 9.70 | |
| 0.8996 | 212.87 | |
| 0.0959 | 21.23 | |
| 0.0183 | 2.91 | |
| 0.0095 | 3.58 | |
| 0.9837 | 197.76 |
Estimation Period:
Oct 6, 2006 to Feb 13, 2026
Oct 6, 2006 to Feb 13, 2026
News Impact Curve
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