ICG PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.04% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0789 | 16.81 | |
| 0.8166 | 134.44 | |
| 0.0867 | 12.96 | |
| 0.0054 | 2.65 | |
| 0.0162 | 7.15 | |
| 0.9828 | 388.61 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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