Emmerson PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.13% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1796 | 11.32 | |
| 0.7013 | 35.83 | |
| 0.0647 | 2.63 | |
| 7.1549 | 0.25 | |
| 0.1123 | 0.23 | |
| 0.6142 | 0.39 |
Estimation Period:
Feb 15, 2017 to Feb 6, 2026
Feb 15, 2017 to Feb 6, 2026
News Impact Curve
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