C W Mackie Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.13% (+6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1375 | 13.70 | |
| 0.4867 | 21.55 | |
| 0.0620 | 3.48 | |
| 0.0280 | 0.94 | |
| 0.0070 | 1.94 | |
| 0.9898 | 173.75 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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