Experian PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.50% (+4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0208 | 9.72 | |
| 0.8991 | 211.30 | |
| 0.0962 | 21.12 | |
| 0.0185 | 2.89 | |
| 0.0096 | 3.55 | |
| 0.9835 | 193.87 |
Estimation Period:
Oct 6, 2006 to Feb 6, 2026
Oct 6, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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