Next PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.09% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0235 | 12.01 | |
| 0.8790 | 118.08 | |
| 0.0702 | 16.70 | |
| 0.0203 | 1.99 | |
| 0.0156 | 2.69 | |
| 0.9784 | 118.56 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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