Barclays PLC MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
31.23%
decreased by 1.12%
1 Week
31.45%
decreased by 0.90%
1 Month
32.28%
decreased by 0.07%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0456 | 17.02 | |
| 0.8919 | 274.10 | |
| 0.0565 | 15.43 | |
| 0.0226 | 8.45 | |
| 0.0216 | 6.43 | |
| 0.9741 | 250.42 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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