Mitchells & Butlers PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.40% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0719 | 4.80 | |
| 0.0704 | 33.39 | |
| 0.9867 | 344.04 | |
| 4.2630 | 12.64 |
Estimation Period:
Mar 28, 2003 to Feb 6, 2026
Mar 28, 2003 to Feb 6, 2026
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