Investec PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.19% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0232 | 8.11 | |
| 0.8255 | 100.58 | |
| 0.1056 | 20.55 | |
| 0.1261 | 1.73 | |
| 0.1077 | 2.07 | |
| 0.8628 | 12.60 |
Estimation Period:
Jul 19, 2002 to Feb 6, 2026
Jul 19, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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