ASOS PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.30% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0359 | 12.74 | |
| 0.8499 | 70.70 | |
| 0.0799 | 8.93 | |
| 0.0783 | 2.38 | |
| 0.0238 | 2.12 | |
| 0.9698 | 71.62 |
Estimation Period:
Oct 2, 2001 to Feb 13, 2026
Oct 2, 2001 to Feb 13, 2026
News Impact Curve
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