Diploma PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.83% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0652 | 10.30 | |
| 0.6431 | 28.66 | |
| 0.0507 | 5.64 | |
| 0.4983 | 0.16 | |
| 0.6009 | 0.16 | |
| 0.2385 | 0.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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