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Morgan Advanced Materials PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (-0.25%)
Analysis last updated: Sunday, February 8, 2026 at 04:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morgan Advanced Materials PLC SGARCH
paramt-stat
ω0.52923.65
α0.06506.55
β0.888847.13
γ1-0.1910-2.12
γ20.35992.75
γ3-0.2402-2.12
γ40.02650.24
γ50.12211.61
γ6-0.1738-3.45
γ70.13983.39
γ8-0.0057-0.11
γ9-0.0813-1.14
γ100.09571.17
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts