M&G PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.41% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 6.54 | |
| 0.1747 | 22.65 | |
| 0.9690 | 381.65 | |
| -0.1077 | -11.49 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities