GlobalData Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.79% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2624 | 19.34 | |
| 0.4897 | 22.57 | |
| -0.1349 | -7.52 | |
| 0.0128 | 0.92 | |
| 0.0144 | 2.08 | |
| 0.9841 | 128.59 |
Estimation Period:
Jun 29, 2000 to Feb 6, 2026
Jun 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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