Victoria PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:77.80% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3066 | 16.25 | |
| 0.2766 | 6.48 | |
| -0.1925 | -6.15 | |
| 1.4823 | 0.42 | |
| 0.0675 | 0.45 | |
| 0.8730 | 3.09 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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