Computer Modelling Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.05% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2359 | 13.10 | |
| 0.5157 | 25.41 | |
| -0.0304 | -1.26 | |
| 2.5500 | 1.53 | |
| 0.7594 | 10.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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