M&G PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.51% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1481 | 6.70 | |
| 0.1391 | 4.52 | |
| 0.7624 | 19.16 | |
| -0.0161 | -0.64 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
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