Essentra PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.92% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0372 | 10.51 | |
| 0.7797 | 36.14 | |
| 0.0850 | 11.73 | |
| 0.0557 | 0.65 | |
| 0.0485 | 0.88 | |
| 0.9398 | 12.72 |
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Jun 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities