CMC Markets PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.10% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1794 | 12.85 | |
| 0.0876 | 9.32 | |
| 0.2264 | 5.18 | |
| -2.1911 | -5.78 |
Estimation Period:
Feb 5, 2016 to Jan 30, 2026
Feb 5, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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