Russell Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.94% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2686 | 16.47 | |
| 0.4594 | 17.96 | |
| 0.1692 | 4.92 | |
| 1.0305 | 2.01 | |
| 0.1243 | 2.23 | |
| 0.8088 | 9.60 |
Estimation Period:
May 3, 2018 to Feb 6, 2026
May 3, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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