James Halstead plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.81% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1379 | 18.81 | |
| 0.4447 | 21.45 | |
| 0.1556 | 9.91 | |
| 0.0017 | 0.47 | |
| 0.0116 | 1.53 | |
| 0.9880 | 125.12 |
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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