M&G PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.99% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0613 | 5.53 | |
| 0.1417 | 4.55 | |
| 0.7597 | 18.94 | |
| -0.0743 | -1.36 | |
| 0.1312 | 1.92 |
Estimation Period:
Oct 21, 2019 to Jan 30, 2026
Oct 21, 2019 to Jan 30, 2026
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