First HoldCo Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:62.24% (+28.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2439 | 30.77 | |
| 0.5495 | 21.45 | |
| -0.0083 | -0.72 | |
| 1.3310 | 0.91 | |
| 0.2003 | 0.79 | |
| 0.6377 | 1.45 |
Estimation Period:
Sep 8, 2009 to Feb 13, 2026
Sep 8, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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