Malvern International PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.61% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.1478 | 46.21 | |
| 0.0578 | 1,204.56 | |
| 0.9990 | 39,960.00 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Apr 30, 2007 to Feb 6, 2026
Apr 30, 2007 to Feb 6, 2026
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