Hill & Smith PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.58% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0796 | 17.77 | |
| 0.7758 | 65.43 | |
| 0.0614 | 9.41 | |
| 0.0390 | 2.25 | |
| 0.0272 | 2.79 | |
| 0.9623 | 70.43 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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