First Capital Treasuries Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1422 | 23.89 | |
| 0.9272 | 205.91 | |
| -0.1397 | -16.20 | |
| 4.2159 | 2.93 | |
| 0.0000 | 0.00 | |
| 0.9607 | 57.20 |
Estimation Period:
Dec 23, 2021 to Feb 6, 2026
Dec 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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