M&G PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.15% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1487 | 13.86 | |
| 0.1364 | 19.40 | |
| 0.8230 | 113.88 |
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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