Mpac Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.68% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8333 | 14.97 | |
| 0.1676 | 12.03 | |
| 0.6039 | 31.60 | |
| 0.0218 | 0.80 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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