M&G PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.16% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 9.10 | |
| 0.1738 | 30.71 | |
| 0.7667 | 159.63 | |
| 0.7967 | 16.02 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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