Cardiff Property PLC/The MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, March 4th, 2025
1 Day
4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
unchanged at 0.00%
Analysis last updated: Tuesday, May 19, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.6618 | 6,617,560.00 | |
| 0.0882 | 882,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 0.8818 | 76.33 |
Estimation Period:
Jan 9, 2007 to May 8, 2026
Jan 9, 2007 to May 8, 2026
Other Cardiff Property PLC/The Analyses
Other MF2-GARCH Analyses on International Equities