Informa PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.10% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0365 | 12.75 | |
| 0.7414 | 61.31 | |
| 0.1501 | 21.61 | |
| 0.0132 | 2.27 | |
| 0.0247 | 4.80 | |
| 0.9718 | 168.22 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
News Impact Curve
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