IMI PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.35% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0150 | 10.64 | |
| 0.9331 | 308.07 | |
| 0.0509 | 19.79 | |
| 0.0151 | 5.27 | |
| 0.0252 | 4.79 | |
| 0.9703 | 158.45 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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