Redwood Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.38% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2539 | 22.93 | |
| 0.4141 | 16.77 | |
| -0.0634 | -3.42 | |
| 0.0876 | 1.38 | |
| 0.0430 | 1.97 | |
| 0.9412 | 30.83 |
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Jun 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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