Frenkel Topping Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.10% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1442 | 12.16 | |
| 0.6306 | 26.85 | |
| 0.0551 | 3.28 | |
| 0.0131 | 0.48 | |
| 0.0074 | 1.00 | |
| 0.9891 | 81.42 |
Estimation Period:
Jan 4, 2007 to Feb 6, 2026
Jan 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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