Mpac Group PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.40% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0635 | 19.03 | |
| 0.2021 | 22.82 | |
| 0.5559 | 35.97 | |
| 0.2523 | 2.11 |
Estimation Period:
Jan 3, 2007 to Jan 30, 2026
Jan 3, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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