Forterra plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.43% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0190 | 5.68 | |
| 0.7740 | 55.42 | |
| 0.1154 | 13.38 | |
| 0.1547 | 0.57 | |
| 0.1176 | 0.81 | |
| 0.8442 | 3.97 |
Estimation Period:
Apr 20, 2016 to Feb 6, 2026
Apr 20, 2016 to Feb 6, 2026
News Impact Curve
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