Ingenta PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.45% (-7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2482 | 24.13 | |
| 0.3815 | 16.90 | |
| 0.0067 | 0.27 | |
| 0.0463 | 0.56 | |
| 0.0083 | 1.02 | |
| 0.9872 | 66.49 |
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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