ITV PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.94% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1218 | 17.56 | |
| 0.6778 | 62.00 | |
| 0.0637 | 5.03 | |
| 0.0694 | 2.66 | |
| 0.1097 | 3.07 | |
| 0.8783 | 21.58 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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