Derwent London PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.71% (-10.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0017 | 17,060.00 | |
| -0.0034 | -33,910.00 | |
| 0.0472 | 471,890.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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