Caffyns PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.81% (-58.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7378 | 7,378,190.00 | |
| 0.0122 | 121,810.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.7477 | 77,476,530.00 | |
| 0.0000 | 100.00 | |
| 0.1808 | 1,808,360.00 |
Estimation Period:
Jan 12, 2007 to Jan 9, 2026
Jan 12, 2007 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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