XPS Pensions Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.83% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.04 | |
| 0.2653 | 8.68 | |
| 0.3105 | 7.70 | |
| 0.0000 | 0.00 | |
| 0.8081 | 3.45 | |
| 0.1720 | 0.86 |
Estimation Period:
Sep 6, 2024 to Feb 13, 2026
Sep 6, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other XPS Pensions Group PLC Analyses
Other MF2-GARCH Analyses on International Equities