Morgan Advanced Materials PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5292 | 3.65 | |
| 0.0650 | 6.55 | |
| 0.8888 | 47.13 | |
| -0.1910 | -2.12 | |
| 0.3599 | 2.75 | |
| -0.2402 | -2.12 | |
| 0.0265 | 0.24 | |
| 0.1221 | 1.61 | |
| -0.1738 | -3.45 | |
| 0.1398 | 3.39 | |
| -0.0057 | -0.11 | |
| -0.0813 | -1.14 | |
| 0.0957 | 1.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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