M&G PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.34% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8684 | 3.87 | |
| 0.1149 | 29.33 | |
| 0.9843 | 255.53 | |
| 4.5197 | 9.67 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
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