Capital Alliance Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.22% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0231 | 3.60 | |
| 0.9797 | 119.45 | |
| -0.0231 | -7.56 | |
| 6.1765 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0935 | 0.00 |
Estimation Period:
Dec 15, 2021 to Feb 13, 2026
Dec 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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