Pearson PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.57% (-7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1119 | 12.10 | |
| 0.5831 | 28.53 | |
| 0.0294 | 2.89 | |
| 0.0216 | 0.90 | |
| 0.0362 | 1.42 | |
| 0.9585 | 29.70 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities