Cheviot Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.78% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2701 | 17.07 | |
| 0.3072 | 11.45 | |
| -0.0877 | -3.34 | |
| 0.3002 | 0.57 | |
| 0.1009 | 0.62 | |
| 0.8411 | 3.20 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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