450 PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 7th, 2025:6.44% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 1.0000 | 2.29 | |
| 0.0000 | 0.02 | |
| -0.5000 | -0.59 | |
| 0.2912 | 0.17 | |
| 0.0474 | 0.11 | |
| 0.4815 | 0.12 |
Estimation Period:
Aug 23, 2017 to Sep 12, 2025
Aug 23, 2017 to Sep 12, 2025
News Impact Curve
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